Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Cecchetti, Sara"'
Autor:
Cecchetti, Sara, Di Cesare, Antonio
The paper analyzes the mathematics of the relationship between the default risk and yield-to-maturity of a coupon bond. It is shown that the yield-to-maturity is driven not only by the default probability and recovery rate of the bond but also by oth
Externí odkaz:
http://arxiv.org/abs/1203.6723
Autor:
Cecchetti, Sara
Publikováno v:
Journal of Risk & Financial Management; Jan2020, Vol. 13 Issue 1, p1-33, 33p
