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Corporate bond valuation with both expected and unexpected default

Realdon, Marco (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001876660

Credit default swap rates and stock prices

Realdon, Marco - In: Applied financial economics letters 4 (2008) 4/6, pp. 241-248

Persistent link: https://www.econbiz.de/10003807565

Credit risk pricing with both expected and unexpected default

Realdon, Marco - In: Applied financial economics letters 3 (2007) 4/6, pp. 225-230

Persistent link: https://www.econbiz.de/10003604851

Credit risk, valuation and fundamental analysis

Realdon, Marco - In: International review of financial analysis 27 (2013), pp. 77-90

Persistent link: https://www.econbiz.de/10009736940

Extended-Gaussian term structure models and credit risk applications

Realdon, Marco (contributor) - 2007

Persistent link: https://www.econbiz.de/10003564807

An extended structural credit risk model

Realdon, Marco (contributor) - 2007

Persistent link: https://www.econbiz.de/10003564820

New Discrete Time Affine Models to Price Sovereign Credit Risk

Realdon, Marco - 2023

Past literature has shown that continuous time affine credit risk pricing models have appealing counterparts in discrete time, namely ARG and VARG0 models based on autoregressive Gamma processes that need no Feller conditions. This paper clarifies that ARG and VARG0 models are part of a wider...

Persistent link: https://www.econbiz.de/10014350555