On the Term Structure of Lending Interest Rates When a Fraction of Collateral is Recovered upon Default

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概要

• 論文の詳細を見る
• 2004-02-01

著者

• Kijima Masaaki

  Graduate School of Systems Management University of Tsukuba

• Kijima Masaaki

  Graduate School Of Economics Kyoto University

• MIYAKE Yusuke

  Credit Supervision Division, Bank of Kyoto

• Miyake Yusuke

  Credit Supervision Division Bank Of Kyoto

関連論文

• THEORY AND ALGORITHMS OF THE LAGUERRE TRANSFORM, PART II: ALGORITHM
• THE LAGUERRE TRANSFORM OF PRODUCT OF FUNCTIONS
• UNIFORM MONOTONICITY OF MARKOV PROCESSES AND ITS RELATED PROPERTIES
• A SIMPLE OPTION PRICING MODEL WITH MARKOVIAN VOLATILITIES
• On the Term Structure of Lending Interest Rates When a Fraction of Collateral is Recovered upon Default

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