Skip to main navigation Skip to search Skip to main content

Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates

  • Tomohiro Ando

Research output: Contribution to journal › Article › peer-review

6   Link opens in a new tab Citations (Scopus)

Fingerprint

Dive into the research topics of 'Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates'. Together they form a unique fingerprint.
Sort by

Economics, Econometrics and Finance

Keyphrases