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Bonds Credit Risk Modeling

  • Kamil Liberadzki
  • Marcin Liberadzki

Abstract

In analyzing defaultable corporate bonds, one may generally classify their pricing models into structural and intensity models.

Keywords

Interest Rate Credit Risk Credit Default Swap Default Probability Credit Spread 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Kamil Liberadzki and Marcin Liberadzki 2016

Authors and Affiliations

  • Kamil Liberadzki
    • 1
  • Marcin Liberadzki
    • 1
  1. 1.Warsaw School of EconomicsPoland

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