مرکز منطقه ای اطلاع رساني علوم و فناوري - A pricing model for secondary market yield based floating rate notes subject to default risk

Title of article :

A pricing model for secondary market yield based floating rate notes subject to default risk

Author/Authors :

Manfred Frühwirth، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2001

Pages :

From page :

233

To page :

248

Keywords :

Pricing , Secondary market yield based floating rate note , Uncertainty modelling , Default risk , Incomplete market

Journal title :

European Journal of Operational Research

Serial Year :

2001

Journal title :

European Journal of Operational Research

Record number :

213895

Link To Document :