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Credit Risk Modeling and the Term Structure of Credit Spreads

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Figure

Figure 1: Comparison of Actual Yields and Fitted Yields for the Affine Model 1980 1985 1990 1995 200051015Yields (%)
Figure 2: Comparison of Actual Yields and Fitted Yields for the Affine Model (Cont’d) 1980 1985 1990 1995 2000681012141618Yields (%)
Figure 3: Comparison of Actual Yields and Fitted Yields for the Quadratic Model 1980 1985 1990 1995 200051015Yields (%)
Figure 4: Comparison of Actual Yields and Fitted Yields for the Quadratic Model (Cont’d 1980 1985 1990 1995 2000681012141618Yields (%)
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