Default risk and derivative products (Q4541531): Difference between revisions

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+DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS
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+The Pricing of Options and Corporate Liabilities
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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
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+Normal 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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+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
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+Pricing the risks of default
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+An equilibrium characterization of the term structure
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