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A Markov model for the term structure of credit risk spreads

Part of: Preprint / Institute of Mathematical Statistics, University of Copenhagen ; 95,10
Author: Jarrow, Robert A.
Lando, David
Turnbull, Stuart M.
Media Type: Printed Book
Language: English
Published: Copenhagen, Univ., 1995

Internet

Department Library of Mathematics / Physics (Building 48)

Status Item Information Call Number Barcode Note Functions
available 2 weeks lendable MAT 149/820-95,10 107859923