Affine Structural Models of Corporate Bond Pricing

results for both the price of corporate bonds and the real probability of default … In this section, we consider an affine class of corporate bond pricing …

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Affine Structural Models of Corporate Bond Pricing
Affine Structural Models of Corporate Bond Pricing, Affine Structural Models of Corporate Bond Pricing, Abstract, Affine Structural Models of Corporate Bond Pricing, Models of Corporate Bond Pricing, Assumption 1, Conclusion, Appendix A. Solution to the Jump-diffusion stochastic volatility models, Appendix B. Default Probabilities in the CDG and LS Models, REFERENCES

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