A NOTE ON RISKY BOND VALUATION

DOI10.1142/S0219024900000656zbMATH Open0977.91024OpenAlexW2035789168MaRDI QIDQ4522658FDOQ4522658

Authors: Cho-Hoi Hui, Chi-Fai Lo 

Publication date: 2 January 2001

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

Full work available at URL: https://doi.org/10.1142/s0219024900000656

Recommendations

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zbMATH Keywords

credit riskcorporate bondcorporate bond price

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Cites Work

• An equilibrium characterization of the term structure
• A note on the valuation of risky corporate bonds

Cited In (9)

• The analysis of corporate bond valuation under an infinite dimensional compound Poisson framework
• Valuing catastrophe bonds involving credit risks
• Valuation model of defaultable bond values in emerging markets
• Evaluating corporate bonds with complicated liability structures and bond provisions
• Risky forward interest rates and swaptions: quantum finance model and empirical results
• Using Utility Functions to Model Risky Bonds
• Pricing corporate bond with dynamic default barrier based on a hybrid model
• VALUATION OF FLOATING RANGE NOTES IN LÉVY TERM‐STRUCTURE MODELS
• Pricing corporate bonds with information dissymmetry under first-passage time approach

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