Pricing credit risk of asset-backed securitization bonds in Singapore

Pricing credit risk of asset-backed securitization bonds in Singapore

10.1142/S0219024905003050

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Bibliographic Details
Main Authors: Sing, T.F., Ong, S.E., Fan, G.-Z., Lim, K.G.
Other Authors: REAL ESTATE
Format: Article
Published: 2013
Subjects:
Asset-backed securitization
Credit risk
Intensity model
Structural model
Online Access:http://scholarbank.nus.edu.sg/handle/10635/46214
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Institution: National University of Singapore
id sg-nus-scholar.10635-46214
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spelling sg-nus-scholar.10635-462142023-10-25T20:27:23Z Pricing credit risk of asset-backed securitization bonds in Singapore Sing, T.F. Ong, S.E. Fan, G.-Z. Lim, K.G. REAL ESTATE Asset-backed securitization Credit risk Intensity model Structural model 10.1142/S0219024905003050 International Journal of Theoretical and Applied Finance 8 3 321-338 2013-10-14T05:10:48Z 2013-10-14T05:10:48Z 2005 Article Sing, T.F., Ong, S.E., Fan, G.-Z., Lim, K.G. (2005). Pricing credit risk of asset-backed securitization bonds in Singapore. International Journal of Theoretical and Applied Finance 8 (3) : 321-338. ScholarBank@NUS Repository. https://doi.org/10.1142/S0219024905003050 02190249 http://scholarbank.nus.edu.sg/handle/10635/46214 000217059200003 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Asset-backed securitization
Credit risk
Intensity model
Structural model
spellingShingle Asset-backed securitization
Credit risk
Intensity model
Structural model
Sing, T.F.
Ong, S.E.
Fan, G.-Z.
Lim, K.G.
Pricing credit risk of asset-backed securitization bonds in Singapore
description 10.1142/S0219024905003050
author2 REAL ESTATE
author_facet REAL ESTATE
Sing, T.F.
Ong, S.E.
Fan, G.-Z.
Lim, K.G.
format Article
author Sing, T.F.
Ong, S.E.
Fan, G.-Z.
Lim, K.G.
author_sort Sing, T.F.
title Pricing credit risk of asset-backed securitization bonds in Singapore
title_short Pricing credit risk of asset-backed securitization bonds in Singapore
title_full Pricing credit risk of asset-backed securitization bonds in Singapore
title_fullStr Pricing credit risk of asset-backed securitization bonds in Singapore
title_full_unstemmed Pricing credit risk of asset-backed securitization bonds in Singapore
title_sort pricing credit risk of asset-backed securitization bonds in singapore
publishDate 2013
url http://scholarbank.nus.edu.sg/handle/10635/46214
_version_ 1781411436807847936

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