Valuation of credit default swap application of the Jarrow- Turnbull model on a private debt bond in Colombia
The study presents the empirical application in reduced form of a model for the estimation of default probabilities, which offers benefits compared to other models because it can be used not only for the calculation of the probability of non-compliance but also for the valuation of the derivative of...
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| Formato: | Artículo (Article) |
| Lenguaje: | Español (Spanish) |
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Universidad Santo Tomás seccional Bucaramanga
2018
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