CREDIT SPREADS PADA REDUCED-FORM MODEL
There are two primary types of models in the literature that attempt to describe default processes for debt obligations and other defaultable financial instruments, usually referred to as structural and reduced-form (or intensity) models. Structural models use the evolution of firms’ structural vari...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Diponegoro
2011-06-01
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| Series: | Media Statistika |
| Online Access: | https://ejournal.undip.ac.id/index.php/media_statistika/article/view/2508 |