Pricing the risks of default

Review of Derivatives Research

Volumn 2, Issue 2-3, 1998, Pages 121-160

  Madan, Dilip B ^a   Unal, Haluk ^a  

^a UNIVERSITY OF MARYLAND   (United States)

Author keywords

Default timing; Hazard rate; Recovery risk

Indexed keywords

EID: 54649084437     PISSN: 13806645     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF01531333     Document Type: Article

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