Sciweavers

    MANSCI
    2008
    69views more  MANSCI 2008»
    Modeling the Dynamics of Credit Spreads with Stochastic Volatility
    13 years 4 months ago
    Modeling the Dynamics of Credit Spreads with Stochastic Volatility
    Download  neumann.hec.ca
    This paper investigates a two-factor affine model for the credit spreads on corporate bonds. The
    Kris Jacobs, Xiaofei Li
    claim paper
    Read More »
    Explore & Download
    Proceedings Preprints Top 5 Ranked Papers Publications Books Software Tutorials Presentations Lectures Notes Datasets
    Productivity Tools
    International On-screen Keyboard Graphical Social Symbols OCR Text Recognition CSS3 Style Generator Web Page to PDF Web Page to Image PDF Split PDF Merge Latex Equation Editor Sci2ools
    Document Tools
    PDF to Text PDF to Postscript PDF to Thumbnails Excel to PDF Word to PDF Postscript to PDF PowerPoint to PDF Latex to Word Repair Corrupted PDF
    Image Tools
    JPG to PS JPG to PDF Extract Images from PDF Image Converter
    Sciweavers
    About Community Cookies Privacy Policy Terms of Use

    Copyright © Sciweavers LLC, 2009-2024, USA.