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Stochastische Modelle zur Bewertung künftiger Zahlungsleistungen in betriebswirtschaftlicher Sicht
Lohmann, Karl - 1995
Persistent link: https://www.econbiz.de/10000545866
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Towards a general theory of bond markets
Björk, Tomas; DiMasi, Giovanni; Kabanov, Jurij M.; … - 1996
Persistent link: https://www.econbiz.de/10000955624
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The numerics of Premium Bonds
Tasche, Dirk - In: The journal of gambling business and economics 9 (2015) 3, pp. 14-33
Persistent link: https://www.econbiz.de/10011537085
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Towards a general theory of bond markets
Björk, Tomas (contributor) - In: Finance and stochastics 1 (1997) 2, pp. 141-174
Persistent link: https://www.econbiz.de/10001217942
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Rating Migration and Bond Valuation : Decomposing Rating Migration Matrices from Market Data Via Default Probability Term Structures
Barnard, Brian - 2017
The study builds on previous research that decomposes rating category default probability term structures from rating category interest rate term structures, and proposes a method to decompose rating migration matrices from market data, via decomposed default probability term structures. To...
Persistent link: https://www.econbiz.de/10012955816
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Estimating the probabilities of default under the assumption of unobserved heterogeneity
Oded, Jacob; Venezia, Itzhak - 2024
Persistent link: https://www.econbiz.de/10015050045
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Systematic risk and yield premiums in the bond market
Fu, Liang; Murphy, Austin; Benzschawei, Terry - In: The journal of credit risk : published quarterly by … 11 (2015) 2, pp. 1-40
Persistent link: https://www.econbiz.de/10011298058
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Risk-taking and capital market equilibrium
Nielsen, Lars Tyge - 1985
Persistent link: https://www.econbiz.de/10000884964
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A simulation study of binomial term structure models : their stability and the term structure movements they imply
Sandmann, Klaus - 1993
Persistent link: https://www.econbiz.de/10000855571