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Pricing defaultable bonds: a middle-way approach between structural and reduced-form models 

Authors: Lara Cathcart ^a; Lina El-Jahel ^a

Affiliation:

a Tanaka Business School, Imperial College London, South Kensington Campus, London SW7 2AZ, UK

DOI: 10.1080/14697680600670754

Publication Frequency: 8 issues per year

Published in: Quantitative Finance, Volume 6, Issue 3 June 2006 , pages 243 - 253

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Formats available: HTML (English) : PDF (English)

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