Model Implied Credit Spreads
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More about this item
Keywords
Structural Credit Risk Models; Bankruptcy Prediction; Risk-Neutral Pricing;All these keywords.
JEL classification:
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2012-04-17 (Banking)
- NEP-CFN-2012-04-17 (Corporate Finance)
- NEP-FMK-2012-04-17 (Financial Markets)
- NEP-FOR-2012-04-17 (Forecasting)
- NEP-RMG-2012-04-17 (Risk Management)
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