A Dynamic Equilibrium Q Probability Measure for Poisson Yield Spreads – Review of European Corporate Bonds

Thorp, J.M.; Tabaghdehi, Seyedeh Asieh H.

doi:10.2139/ssrn.3378552

SSRN Journal

2019

DOI: 10.2139/ssrn.3378552

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A Dynamic Equilibrium Q Probability Measure for Poisson Yield Spreads – Review of European Corporate Bonds

J.M. Thorp

Seyedeh Asieh H. Tabaghdehi

Abstract: The views, findings and recommendations expressed in this Article are those of the authors and do not necessarily represent those of the Institutions for which they work.

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A Dynamic Equilibrium Q Probability Measure for Poisson Yield Spreads – Review of European Corporate Bonds

Abstract: The views, findings and recommendations expressed in this Article are those of the authors and do not necessarily represent those of the Institutions for which they work.

Cited by 0 publications

References 38 publications

No citations

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