Title of article
Pricing nondiversifiable credit risk in the corporate Eurobond market
Author/Authors
J. Abaffy، نويسنده , , M. Bertocchi، نويسنده , , J. Dupa?ov?، نويسنده , , V. Moriggia، نويسنده , , G. Consigli، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
31
From page
2233
To page
2263
Keywords
Correlationrisk , Transition risk , Credit-risky securities , Risk neutral and empirical default probability , Binomial and multinomial pricing
Journal title
Journal of Banking and Finance
Serial Year
2007
Journal title
Journal of Banking and Finance
Record number
194078
Link To Document