-
1
-
-
84944831925
-
Valuing corporate securities: Some effects of bond indenture provisions
-
Black, F., and J. C. Cox, 1976, "Valuing Corporate Securities: Some Effects of Bond Indenture Provisions," Journal of Finance, 31, 351-367.
-
(1976)
Journal of Finance
, vol.31
, pp. 351-367
-
-
Black, F.1
Cox, J.C.2
-
2
-
-
85015692260
-
The pricing of options and corporate liabilities
-
Black, F., and M. Scholes, 1973, "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, 81, 637-654.
-
(1973)
Journal of Political Economy
, vol.81
, pp. 637-654
-
-
Black, F.1
Scholes, M.2
-
4
-
-
0033477947
-
Estimating the price of default risk
-
Duffee, G. R., 1999, "Estimating the Price of Default Risk," Review of Financial Studies, 12, 197-226.
-
(1999)
Review of Financial Studies
, vol.12
, pp. 197-226
-
-
Duffee, G.R.1
-
6
-
-
0003048864
-
Using default rates to model the term structure of credit risk
-
September-October
-
Fons, J., 1994, "Using Default Rates to Model the Term Structure of Credit Risk," Financial Analysts Journal, September-October, 25-32.
-
(1994)
Financial Analysts Journal
, pp. 25-32
-
-
Fons, J.1
-
8
-
-
84887676364
-
Contingent claims analysis of corporate capital structures: An empirical investigation
-
Jones, E. P., S. P. Mason, and E. Rosenfeld, 1984, "Contingent Claims Analysis of Corporate Capital Structures: An Empirical Investigation," Journal of Finance, 39, 611-627.
-
(1984)
Journal of Finance
, vol.39
, pp. 611-627
-
-
Jones, E.P.1
Mason, S.P.2
Rosenfeld, E.3
-
12
-
-
0002350933
-
Presidential address: Agency costs, risk management, and capital structure
-
Leland, H. E., 1998, "Presidential Address: Agency Costs, Risk Management, and Capital Structure," Journal of Finance, 53, 1213-1243.
-
(1998)
Journal of Finance
, vol.53
, pp. 1213-1243
-
-
Leland, H.E.1
-
13
-
-
0039021357
-
Optimal capital structure, endogeneous bankruptcy, and the term structure of credit spreads
-
Leland, H. E., and K. B. Toft, 1996, "Optimal Capital Structure, Endogeneous Bankruptcy, and the Term Structure of Credit Spreads," Journal of Finance, 51, 987-1019.
-
(1996)
Journal of Finance
, vol.51
, pp. 987-1019
-
-
Leland, H.E.1
Toft, K.B.2
-
14
-
-
84993865629
-
A simple approach to valuing risky and floating rate debt
-
Longstaff, F. A., and E. S. Schwartz, 1995, "A Simple Approach to Valuing Risky and Floating Rate Debt," Journal of Finance, 50, 789-819.
-
(1995)
Journal of Finance
, vol.50
, pp. 789-819
-
-
Longstaff, F.A.1
Schwartz, E.S.2
-
15
-
-
0040844553
-
Default correlation and credit analysis
-
March
-
Lucas, D. J., 1995, "Default Correlation and Credit Analysis," Journal of Fixed Income, March, 76-87.
-
(1995)
Journal of Fixed Income
, pp. 76-87
-
-
Lucas, D.J.1
-
16
-
-
0000808665
-
On the pricing of corporate debt: The risk structure of interest rates
-
Merton, R. C., 1974, "On the Pricing of Corporate Debt: The Risk Structure of Interest Rates," Journal of Finance 29, 449-470.
-
(1974)
Journal of Finance
, vol.29
, pp. 449-470
-
-
Merton, R.C.1
-
17
-
-
0039658310
-
Using credit swaps to enhance credit portfolio management
-
July, Risk Publications
-
Rai, S., P. Hatstadt, A. Gill, and L. Minton, 1997, "Using Credit Swaps to Enhance Credit Portfolio Management," Credit Risk: A Supplement to Risk Magzine, July, Risk Publications.
-
(1997)
Credit Risk: A Supplement to Risk Magzine
-
-
Rai, S.1
Hatstadt, P.2
Gill, A.3
Minton, L.4
-
19
-
-
0001290494
-
The term structure of credit spreads with jump risk
-
forthcoming
-
Zhou, C., 2001a, "The Term Structure of Credit Spreads with Jump Risk," forthcoming, Journal of Banking and Finance.
-
(2001)
Journal of Banking and Finance
-
-
Zhou, C.1
|