<P>作者:<SPAN class=a><FONT color=#008000 size=2>RA Jarrow, D Lando, SM Turnbull </FONT></SPAN></P>
<P><SPAN class=a><FONT color=#008000 size=2>文章:<SPAN class=w><A href="http://rfs.oxfordjournals.org/cgi/content/abstract/10/2/481" target=_blank><FONT color=#551a8b>A Markov model for the </FONT><FONT color=#cc0033>term structure </FONT><FONT color=#551a8b>of </FONT><FONT color=#cc0033>credit </FONT><FONT color=#551a8b>risk spreads</FONT></A></SPAN></FONT></SPAN></P>
<P><SPAN class=a><FONT color=#008000 size=2><SPAN class=w>杂志:Review of Financial Studies, 1997,<FONT color=#000000><EM>Rev Fin</EM> 1997; <EM>10</EM>:481-523</FONT><BR><BR></SPAN></FONT></SPAN><SPAN class=a><FONT color=#008000 size=2><SPAN class=w>链接:<SPAN class=w><A href="http://rfs.oxfordjournals.org/cgi/content/abstract/10/2/481" target=_blank><FONT color=#551a8b>A Markov model for the </FONT><FONT color=#cc0033>term structure </FONT><FONT color=#551a8b>of </FONT><FONT color=#cc0033>credit </FONT><FONT color=#551a8b>risk spreads</FONT></A></SPAN><FONT color=#000000><BR>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</FONT></SPAN></FONT></SPAN></P>
<P align=right><FONT color=#000066>[此贴子已经被作者于2008-1-27 20:14:16编辑过]</FONT></P>