On the term structure of lending interest rates when a fraction of collateral is recovered upon default (Q1880944): Difference between revisions

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+Credit risk: Modelling, valuation and hedging
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+Normal rank
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+Pricing Interest-Rate-Derivative Securities
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+Normal rank
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+Monotonicities in a Markov Chain Model for Valuing Corporate Bonds Subject to Credit Risk
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+Valuation of a credit swap of the basket type
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+Credit events and the valuation of credit derivatives of basket type
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+On Cox processes and credit risky securities
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+Pricing the risks of default
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+An equilibrium characterization of the term structure
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