Modélisation des obligations à coupons en présence d'un risque de défaut
Modélisation des obligations à coupons en présence d'un risque de défaut
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Publisher
Fountain: Presses Universitaires de Grenoble
Journal title
Language
French
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Publisher
Fountain: Presses Universitaires de Grenoble
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Scope and Contents
Contents
This paper presents a model for valuing coupon bonds when there is default risk. Default occurs at the first time the value of the firm's assets falls below a critical level. This critical level is defined as the total value of the debt faced by the firm. In case of default, the bondholder received a constant fraction of the bond value in case of n...
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Full title
Modélisation des obligations à coupons en présence d'un risque de défaut
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TN_cdi_proquest_reports_217657917
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_reports_217657917
Other Identifiers
ISSN
0752-6180
E-ISSN
2101-0145
