A GENERAL FRAMEWORK FOR HIGH YIELD BOND INVESTMENT

DOI10.1142/S0219024907004512MaRDI QIDQ3503121zbMATH OpenFDO

Authors Ralf Korn, Helen Kovilyanskaya

Publication date 20 May 2008

Published in International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0219024907004512

zbMATH Keywords

defaultable bond modelingface value processhigh yield bond investment

Mathematics Subject Classification ID

Portfolio theory (91G10)

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Cites work

• A GENERAL FRAMEWORK FOR PRICING CREDIT RISK
• Term Structures of Credit Spreads with Incomplete Accounting Information
• The pricing of options and corporate liabilities

Cited in

(1)

• Fixed Income Analytics

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