about Risky Bonds ....

[Girsanov (P,Q,R_measure)]

Hi!

I'm a postgraduate student.
I wanna to find out the Differential Equation of Risky Bonds
which include some financial intuition just like
credit risk or credit spread.
Could you provide me some reference or information about this question?

Thanks a lot!
※ 編輯: Girsanov        來自: 218.166.217.104      (09/20 20:03)