Default risk and derivative products (Q4541532): Difference between revisions

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+https://doi.org/10.1080/13504869600000003
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+W1976503476
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@@ Property / cites work @@
+DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS
@@ Property / cites work: DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS / rank @@
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+A new integral equation for the evaluation of first-passage-time probability densities
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+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
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+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
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+Recursive valuation of defaultable securities and the timing of resolution of uncertainty
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+Martingales and arbitrage in multiperiod securities markets
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@@ Property / cites work @@
+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Hedging quantos, differential swaps and ratios
@@ Property / cites work: Hedging quantos, differential swaps and ratios / rank @@
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+Pricing the risks of default
@@ Property / cites work: Pricing the risks of default / rank @@
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+An equilibrium characterization of the term structure
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