Structural Default Models with Jumps Diplomarbeit an der Universitat Ulm Fakultat fur Mathematik und Wirtschaftwissenschaften Johannes Karl Dominik Ruf Juni 2006
- laplace-transform approach
- brownian-bridge pricing technique
- jump-diffusion process
- quality of the bond price
- default threshold
- characteristic function
- probability of default
- probability of a default
- bond
- model
- time