Titre:
  • A Structural Model of the Term Structure of Credit Spreads with Stochastic Recovery and Contractual Design
Auteur:Pirotte, Hugues
Statut de publication:Publié, 1999
series:Working papers CEB, 99-002.RS
Sujet CREF:Economie
Sujet JEL:Contingent Pricing; Futures Pricing; option pricing
International Financial Markets
Bankruptcy; Liquidation
Volumes/pages:86 p.
Langue:Anglais
Identificateurs:RePEc:sol:wpaper:99-002