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- Credit Risk And The Term Structure Of Lease Rates: A Reduced Form ... - Myweb Whitman Syr
Get Credit Risk And The Term Structure Of Lease Rates: A Reduced Form ... - Myweb Whitman Syr
A Model for the Determination of Fair Premium on Lease Cancellation Insurance Policies , Jouranl of Finance, 40, 1439-1457 25 Stanton, R. and N. Wallace, 2002, An Empirical Test of a Contingent Claims Lease Valuation Model , Working paper, U.C. Berkley. 13 26 Vasicek, O., 1977, An Equilibrium Characterization of the Term Structure , Journal of Financial Economics, 5, 177-188. 14 A Appendix A.1 Moment generating function of trivariate normal distribution Suppose (x,.
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