An integrated pricing model for defaultable loans and bonds-Reference-Cited by-同舟云学术

An integrated pricing model for defaultable loans and bonds

Published:2005-05 Issue:1 Volume:163 Page:65-82
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Onorato Mario,Altman Edward I.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference54 articles.

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4. Almost everything you wanted to know about recoveries on defaulted bonds;Altman;Financial Analysts Journal,1996

5. E.I. Altman, M. Onorato, A. Pastorello, A general framework for credit risk models, Working Paper, Trondaim 2000

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