Default Risk and the Duration of Zero Coupon Bonds
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1990.tb05092.x/fullpdf
Reference15 articles.
1. An analytic model of bond risk differentials;Bierman;Journal of Financial and Quantitative Analysis,1975
2. Single factor duration models in a discrete general equilibrium framework;Bierwag;The Journal of Finance,1982
3. The pricing of commodity contracts;Black;Journal of Financial Economics,1976
4. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973
5. Valuing corporate securities: Some effects of bond indenture provisions;Black;The Journal of Finance,1976
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