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This paper is a contribution to the Proceedings of the Workshop Complexity, Metastability and Nonextensivity held in Erice 20-26 July 2004, to be published by World Scientific. We propose a generalization to Merton's model for evaluating credit sprea
Externí odkaz:
http://arxiv.org/abs/cond-mat/0501395
Autor:
EVNINE, JEREMY1,2, RUDD, ANDREW3
Publikováno v:
Journal of Finance (Wiley-Blackwell). Jul1985, Vol. 40 Issue 3, p743-756. 14p. 6 Charts, 3 Graphs.
Publikováno v:
The Review of Financial Studies, 1989 Jan 01. 2(2), 241-250.
Externí odkaz:
https://www.jstor.org/stable/2962049
Autor:
Evnine, Jeremy1, Henriksson, Roy2
Publikováno v:
Journal of Portfolio Management. Fall87, Vol. 14 Issue 1, p56-61. 6p.
Autor:
Evnine, Jeremy, Rudd, Andrew
Publikováno v:
Journal of Portfolio Management. Winter84, Vol. 10 Issue 2, p23-27. 5p.