Bond pricing under imprecise information-Reference-Cited by-同舟云学术

Bond pricing under imprecise information

Published:2010-10-02 Issue:3 Volume:11 Page:299-309
ISSN:1109-2858
Container-title:Operational Research
language:en
Short-container-title:Oper Res Int J

Author:

Agliardi Elettra,Agliardi Rossella

Publisher

Springer Science and Business Media LLC

Subject

Management of Technology and Innovation,Computational Theory and Mathematics,Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Modeling and Simulation,Numerical Analysis

Link

http://link.springer.com/content/pdf/10.1007/s12351-010-0087-x.pdf

Reference24 articles.

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2. Agliardi R (2010) A comprehensive structural model for defaultable fixed-income bonds, Quantitative Finance 1–14 i First (doi: 10.1080/14697680903222451 )

3. Altman EI, Hotchkiss E (2006) Corporate financial distress and bankruptcy: predict and avoid bankruptcy, analyze and invest in distressed debt, 3rd edn. J. Wiley & Sons, New Jersey

4. Black F, Cox JC (1976) Valuing corporate securities: some effects of bond indenture provisions. J Finance 31(2):351–367

5. Crouhy M, Jarrow RA, Turnbull S (2008) The Subprime crisis of 07. http://ssrn.com/abstract=1112467

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