مرکز منطقه ای اطلاع رساني علوم و فناوري - Modelling multiple term structures of defaultable bonds with common and idiosyncratic state variables

Title of article :

Modelling multiple term structures of defaultable bonds with common and idiosyncratic state variables

Author/Authors :

Ilias Lekkos، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2007

Pages :

From page :

783

To page :

817

Keywords :

Credit spreads , Affine interest rate models , Corporate bonds

Journal title :

Journal of Empirical Finance

Serial Year :

2007

Journal title :

Journal of Empirical Finance

Record number :

130876

Link To Document :