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Volumn 50, Issue 3, 1995, Pages 789-819

A Simple Approach to Valuing Risky Fixed and Floating Rate Debt

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EID: 84993865629     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1995.tb04037.x     Document Type: Article
Times cited : (1115)

References (45)
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    • An analysis of the returns to stockholders and bondholders in a Chapter 11 reorganization, Working paper, The Ohio State University.
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    • Management changes, equity's bargaining power and deviations from absolute priority in Chapter 11 bankruptcies, Working paper, The Ohio State University.
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    • A unified approach for pricing contingent claims on multiple term structures, Working paper, Cornell University.
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    • Jarrow, R.1    Turnbull, S.2
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    • Pricing options on financial securities subject to credit risk, Working paper, Cornell University.
    • (1992)
    • Jarrow, R.1    Turnbull, S.2
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    • The pricing and hedging of options on financial securities subject to credit risk: The discrete time case, Working paper, Cornell University.
    • (1992)
    • Jarrow, R.1    Turnbull, S.2
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    • Interest rate risk management in the presence of default risk, Working paper, Cornell University.
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    • Jarrow, R.1    Turnbull, S.2
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    • Corporate debt value, bond covenants, and optimal capital structure, Working paper, University of California, Berkeley.
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    • A contingent claims model of corporate security valuation using a realistic model of financial distress, Working paper, Dartmouth College.
    • (1992)
    • Maloney, K.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.