Deficiently Default‐Worthy Diffusions. Issue 72 (July 2014)
- Record Type:
- Journal Article
- Title:
- Deficiently Default‐Worthy Diffusions. Issue 72 (July 2014)
- Main Title:
- Deficiently Default‐Worthy Diffusions
- Authors:
- Osband, Kent
- Abstract:
- <abstract abstract-type="main" xml:lang="en"> <title>Abstract</title> <p>Modeling credit quality as diffusion is easy. Working out the market pricing implications is straightforward. Getting the straightforward implications of easy models to even roughly reflect observed pricing is hard.</p> </abstract>
- Is Part Of:
- Wilmott. Volume 2014:Issue 72(2014:Jul.)
- Journal:
- Wilmott
- Issue:
- Volume 2014:Issue 72(2014:Jul.)
- Issue Display:
- Volume 2014, Issue 72 (2014)
- Year:
- 2014
- Volume:
- 2014
- Issue:
- 72
- Issue Sort Value:
- 2014-2014-0072-0000
- Page Start:
- 30
- Page End:
- 35
- Publication Date:
- 2014-07
- Subjects:
- Finance -- Periodicals
Financial services industry -- Periodicals
332 - Journal URLs:
- http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1541-8286 ↗
http://www.wilmott.com ↗ - DOI:
- 10.1002/wilm.10345 ↗
- Languages:
- English
- ISSNs:
- 1540-6962
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital store
- Ingest File:
- 3671.xml