Modeling loan commitments-Reference-Cited by-同舟云学术

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Modeling loan commitments

Published:2008-03 Issue:1 Volume:5 Page:11-20
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Chava Sudheer,Jarrow Robert

Publisher

Elsevier BV

Subject

Finance

Reference31 articles.

1. Bakshi, G., Madan, D., Zhang, F., 2006. Investigating the sources of default risk: Lessons from empirically evaluating credit risk models. Working paper, University of Maryland

2. Fee-based pricing of fixed rate bank loan commitments;Bartter;Financial Management,1979

3. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

4. Modeling credit risk with partial information;Cetin;Annals of Applied Probability,2004

5. Valuation of capped variable rate loan commitments;Chateau;Journal of Banking and Finance,1990

Cited by 15 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Credit line pricing under heterogeneous risk beliefs;International Journal of Production Economics;2022-01

2. Research on credit line of supply chain enterprises based on data sharing;Journal of Physics: Conference Series;2020-08-01

3. Bank Syndicates and Liquidity Provision;SSRN Electronic Journal;2020

4. Credit Line Models for Supply Chain Enterprises with Channel Background and Soft Information;Sustainability;2019-05-25

5. Loan-commitment borrowing and performance-sensitive debt;Review of Quantitative Finance and Accounting;2015-06-26

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