Semi-analytical pricing of defaultable bonds in a signaling-jump default model :: Lara Cathcart :: Tanaka Business School 2004 :: OBNB, the Open British National Bibliography

Publication Data

Title Semi-analytical pricing of defaultable bonds in a signaling-jump default model
Author Lara Cathcart
Contributors Lina El-Jahel, Tanaka Business School
Publisher Tanaka Business School
Publication date 2004
Publication location London
Language English

Descriptive Notes

Title from PDF title page (viewed on 23 June, 2005)

Topics

Bonds :: Prices :: Econometric models
Default (Finance) :: Econometric models
Credit :: Econometric models

Catalogue Data

OBNB ID GBA553293
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.6323

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Semi-analytical pricing of defaultable bonds in a signaling-jump default model by Lara Cathcart. Published by Tanaka Business School in 2004. Publication and catalogue information, links to buy online and reader comments.