Journal of Mathematical Finance

Vol.5 No.1(2015), Paper ID 54072, 9 pages

DOI:10.4236/jmf.2015.51005

 

A Regime Switching Model for the Term Structure of Credit Risk Spreads

 

Seungmook Choi, Michael D. Marcozzi

 

Department of Finance, University of Nevada Las Vegas, Las Vegas, NV, USA
Department of Mathematical Sciences, University of Nevada Las Vegas, Las Vegas, NV, USA

 

Copyright © 2015 Seungmook Choi, Michael D. Marcozzi et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Choi, S. and Marcozzi, M. (2015) A Regime Switching Model for the Term Structure of Credit Risk Spreads. Journal of Mathematical Finance, 5, 49-57. doi: 10.4236/jmf.2015.51005.

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