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Valuation of the Prepayment Option of a Perpetual Corporate Loan
International audience -
Parameter sensitivity of CIR process
International audience -
Pricing of Corporate Loan : Credit Risk and Liquidity cost
This PhD thesis investigates the pricing of a corporate loan according to the credit risk, the liquidity cost and the embedded prepayment option. A loan contract... -
Prepayment option of a perpetual corporate loan: the impact of the funding costs
International audience
