Building Models for Credit Spreads

Angelo Arvanitis; Jonathan Gregory; Jean-Paul Laurent

doi:10.3905/jod.1999.319117

Journal articles

Building Models for Credit Spreads

Angelo Arvanitis ¹ Jonathan Gregory ¹ Jean-Paul Laurent ²

1 BNP-Paribas

2 CREST - Centre de Recherche en Économie et Statistique

Document type :

Journal articles

Domain :

Quantitative Finance [q-fin] / Pricing of Securities [q-fin.PR]

Quantitative Finance [q-fin] / General Finance [q-fin.GN]

Complete list of metadata

https://hal-paris1.archives-ouvertes.fr/hal-03679527
Contributor : Jean-Paul LAURENT Connect in order to contact the contributor
Submitted on : Thursday, May 26, 2022 - 5:20:54 PM
Last modification on : Friday, August 5, 2022 - 2:49:41 PM

Building Models for Credit Spreads

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Building Models for Credit Spreads

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