Brunel University Research Archive(BURA) preserves and enables easy and open access to all
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Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/21245| Title: | A Dynamic Equilibrium Q Probability Measure for Poisson Yield Spreads – Review of European Corporate Bonds |
| Authors: | Thorp, JA Tabaghdehi, SA |
| Keywords: | yield term structure;arbitrage-free Poisson;forwards-spread model;interest rate AR(1) theory |
| Issue Date: | 2019 |
| Publisher: | Elsevier BV |
| Citation: | SSRN Electronic Journal |
| URI: | https://bura.brunel.ac.uk/handle/2438/21245 |
| DOI: | https://doi.org/10.2139/ssrn.3378552 |
| Appears in Collections: | Brunel Business School Research Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | 732.83 kB | Adobe PDF | View/Open |
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