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Correlated defaults, incomplete information, and the term structure of credit spreads
Giesecke, Kay - 2001
Persistent link: https://www.econbiz.de/10001646775
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Correlated defaults, incomplete information, and the term structure of credit spreads
Giesecke, Kay (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639703
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Risikomanagement für Corporate Bonds : Modellierung von Spreadrisiken im Investment-Grade-Bereich
Wingenroth, Thorsten - 2004
Persistent link: https://www.econbiz.de/10001851056
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Credit spreads : Einflussfaktoren, Berechnung und langfristige Gleichgewichtsmodellierung
Schlecker, Matthias - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003861217
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Bond valuation in emerging markets
Ulrici, Valentin - 2007 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013433133
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Three essays on corporate bonds and their impacts on firms' investment decisions
Fang, Ming - 2006
Persistent link: https://www.econbiz.de/10009267326
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On the valuation of corporate debt contracts and capital structure
Tychon, Pierre - 1997
Persistent link: https://www.econbiz.de/10013265467
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Die Risikostruktur von Industrieanleihen : eine ökonometrische Untersuchung unter Verwendung ordinaler Kredit-Ratings
Tessin, Peter von - 1999
Persistent link: https://www.econbiz.de/10001370932
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No-arbitrage term structure models of credit risk and the business cycle
Speck, Christian - 2015
Persistent link: https://www.econbiz.de/10011280874