Pricing the risks of default
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Finance
Link
http://link.springer.com/article/10.1007/BF01531333/fulltext.html
Reference25 articles.
1. Artzner, Phillipe and Freddy Delbaen. (1995). ?Default Risk Insurance and Incomplete Markets,?Mathematical Finance 5, 187?195.
2. Bismut, Jean-Michel. (1981).Mécanique Aléatoire, Lecture Notes in Mathematics No. 866. Berlin: Springer-Verlag.
3. Black, Fischer and Myron Scholes. (1973). ?The Pricing Options and Corporate Liabilities,?Journal of Political Economy 81, 637?654.
4. Black, F. and J. Cox. (1976). ?Valuing Corporate Securities: Some Effects of Bond Indenture Provisions,?Journal of Finance (May), 351?367.
5. Breiman, L. (1968).Probability. Reading, Massachusetts: Addison-Wesley.
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