Zero-Coupon Yield Curves: Technical Documentation
نویسندگان
چکیده
منابع مشابه
Risky coupon bonds as a portfolio of zero-coupon bonds
This paper characterizes conditions under which a risky coupon bond is equivalent to a portfolio of risky zero-coupon bonds. This characterization is extended to enable the estimation of firm specific zero-coupon bond prices from risky coupon bond prices for the determination of firm specific credit risk curves. 2004 Elsevier Inc. All rights reserved.
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2005
ISSN: 1556-5068
DOI: 10.2139/ssrn.1188514