Journal of Mathematical Finance

Vol.5 No.2(2015), Paper ID 55769, 13 pages

DOI:10.4236/jmf.2015.52012

 

On the Study of Reduced-Form Approach and Hybrid Model for the Valuation of Credit Risk

 

Olaronke Helen Edogbanya, Sunday Emmanuel Fadugba

 

Department of Mathematics, Federal University, Lokoja, Nigeria
Department of Mathematical Sciences, Ekiti State University, Ado Ekiti, Nigeria

 

Copyright © 2015 Olaronke Helen Edogbanya, Sunday Emmanuel Fadugba 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

Edogbanya, O. and Fadugba, S. (2015) On the Study of Reduced-Form Approach and Hybrid Model for the Valuation of Credit Risk. Journal of Mathematical Finance, 5, 129-141. doi: 10.4236/jmf.2015.52012.
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