Universität Karlsruhe (TH), Germany, December 15 - 17, 1999
Friday - Section 16 - Credit-Risk and -Derivatives
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A | Implementing Affine Models for Credit Spreads of European Government Bonds | |||
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A | Default Risk in a Market Model | |||
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A | Using Credit Risk Models in Practice | |||
| P | - | ||||
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A | Pricing of Defaultable Bonds When Interest Rates and Firm Values are Stochastic | |||
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A | Do Bond Yield Spreads Reveal Country Risk | |||
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