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Journal Articles Journal of Derivatives Year : 1999

Building Models for Credit Spreads

Angelo Arvanitis
  • Function : Author
BNP-Paribas
Jonathan Gregory
  • Function : Author
BNP-Paribas
Jean-Paul Laurent
Centre de Recherche en Économie et Statistique

Domains

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

Jean-Paul LAURENT  : Connect in order to contact the contributor

https://hal-paris1.archives-ouvertes.fr/hal-03679527

Submitted on : Thursday, May 26, 2022-5:20:54 PM

Last modification on : Friday, March 24, 2023-2:53:27 PM

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hal-03679527 , version 1 (26-05-2022)

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Angelo Arvanitis, Jonathan Gregory, Jean-Paul Laurent. Building Models for Credit Spreads. Journal of Derivatives, 1999, 6 (3), pp.27-43. ⟨10.3905/jod.1999.319117⟩. ⟨hal-03679527⟩

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