التفاصيل البيبلوغرافية
| العنوان: |
Pricing Defaultable Coupon Bonds Under a Jump-Diffusion Process. |
| المؤلفون: |
Wong, Mark C.W., Hodges, Stewart D. |
| المصدر: |
Journal of Fixed Income. Jun2002, Vol. 12 Issue 1, p51. 14p. 7 Graphs. |
| مصطلحات موضوعية: |
*RISK, *CORPORATE debt |
| مصطلحات جغرافية: |
UNITED States |
| مستخلص: |
Analyzes the term structures of credit risk and yield spreads for corporate debt in the U.S. Characteristic of asset value; Implications of jump-diffusion process for credit spreads; Relation between changes in federal tax rate on the default of low-grade bonds. |
| قاعدة البيانات: |
Business Source Index |
