Zobrazeno 1 - 3
of 3
pro vyhledávání: '"KOVILYANSKAYA, HELEN"'
Autor:
KORN, RALF1 korn@mathematik.uni-kl.de, KOVILYANSKAYA, HELEN2 kovilyan@math.uni-duesseldorf.de
Publikováno v:
International Journal of Theoretical & Applied Finance. Sep2007, Vol. 10 Issue 6, p967-984. 18p.
Autor:
Kovilyanskaya, Helen
It is considered an analytical model of defaultable bond portfolio in terms of its face value process. The face value process dynamically evolves with time and incorporates changes caused by recovery payment on default followed by purchasing of new b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::220185df156ddc944b929cf3da70c3b1
https://kluedo.ub.rptu.de/files/1624/OnSomeAspects.pdf
https://kluedo.ub.rptu.de/files/1624/OnSomeAspects.pdf