✦ LIBER ✦

Options-based structural model estimation of bond recovery rates

✍ Scribed by Robert R. Cangemi Jr.; Joseph R. Mason; Michael S. Pagano

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Hazard Rate of Foreign Direct Invest

✍ Enrico Pennings; Carlo Altomonte 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 702 KB

A One-Factor Model of Interest Rates and

✍ Fischer Black, Emanuel Derman and William Toy 📂 Article 📅 1990 🏛 CFA Institute 🌐 English ⚖ 944 KB

Option-based risk management of a bond p

✍ Fabio Antonelli,Alessandro Ramponi,Sergio Scarlatti 📂 Article 📅 2011 🏛 Springer Milan 🌐 English ⚖ 492 KB

Terms Structure of Interest Rates and Im

✍ Shang-Wu Yu 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 375 KB

A simplified base failure rate model-est

✍ A.K. Babar; J.S. Bora 📂 Article 📅 1982 🏛 Elsevier Science 🌐 English ⚖ 104 KB

Estimation of the term structure of inte

✍ G. Lassak 📂 Article 📅 1991 🏛 Springer-Verlag 🌐 English ⚖ 405 KB