An integrated model for hybrid securities

Management Science

Volumn 53, Issue 9, 2007, Pages 1439-1451

  Das, Sanjiv R ^a   Sundaram, Rangarajan K ^b  

^a SANTA CLARA UNIVERSITY   (United States)

^b NEW YORK UNIVERSITY   (United States)

Author keywords

Credit risk; Default; Hybrid models; Securities

Indexed keywords

CREDIT RISKS; DEFAULT INFORMATION; HYBRID MODELS; SENSITIVITY;

FUNCTIONS; MATHEMATICAL MODELS; OPERATING COSTS; PROBABILITY; PRODUCT DEVELOPMENT; RISK MANAGEMENT;

SECURITY SYSTEMS;

EID: 38549095619     PISSN: 00251909     EISSN: 15265501     Source Type: Journal    
DOI: 10.1287/mnsc.1070.0702     Document Type: Article

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