Modelling bonds and credit default swaps using a structural model with contagion-Reference-Cited by-同舟云学术

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Modelling bonds and credit default swaps using a structural model with contagion

Published:2008-10 Issue:7 Volume:8 Page:669-680
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Haworth Helen,Reisinger Christoph,Shaw William

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

http://www.tandfonline.com/doi/pdf/10.1080/14697680701834614

Reference21 articles.

1. Copula Methods in Finance

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