Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds

Author: Bloomberg, D Choi, D Duffie, E Ayache, Goldman Sachs, I Loncarski, J Cox, J Hull, J P Morgan, J P Morgan, K Tsiveriotis, L Andersen, L Ederington, M Ammann, M Ammann, M Brennan, M Davis, Nick P Calamos, P Carayannopoulos, P Carr, R A Jarrow, R Grimwood, R King, T Xiao, T Xiao, Tim Xiao, V Agarwal, V S Somanath, Y Zabolotnyuk
Publisher: Elsevier BV

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