A comprehensive structural model for defaultable fixed-income bonds (Q3005364): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: A generalization of the Geske formula for compound options / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Switching to a poor business activity: optimal capital structure, agency costs and covenant rules / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Stock options as barrier contingent claims / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Pricing Black–Scholes options with correlated interest rate risk and credit risk: an extension / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: An equilibrium characterization of the term structure / rank | |||
Normal rank | |||
Latest revision as of 03:59, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comprehensive structural model for defaultable fixed-income bonds |
scientific article |
Statements
A comprehensive structural model for defaultable fixed-income bonds (English)
0 references
7 June 2011
0 references
asset pricing
0 references
coupon bonds
0 references
credit risk
0 references
debt valuation
0 references
default risk
0 references
structural models
0 references
0 references
0 references
