Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy

Published:2002-10 Issue:5 Volume:15 Page:1355-1383
ISSN:0893-9454
Container-title:Review of Financial Studies
language:en
Short-container-title:Rev. Financ. Stud.

Author:

Acharya Viral V.,Carpenter Jennifer N.

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics,Finance,Accounting

Link

http://academic.oup.com/rfs/article-pdf/15/5/1355/5316473/151355.pdf

Reference53 articles.

1. Valuation of Default-Risky Interest-Rate Swaps;Abken;Advances in Futures and Options Research,1993

2. Pricing Credit Derivatives with Rating Transitions;Acharya;Financial Analysts Journal,2002

3. Acharya V. V. Huang J. Subrahmanyam M. G. Sundaram R. K. , 2002, “When Does Strategic DebtService Matter?,” working paper, London Business School.

4. Pricing Options On Risky Assets In A Stochastic Interest Rate Economy

5. Design and Valuation of Debt Contracts

Cited by 121 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. A fundamental approach to corporate bond options;International Journal of Financial Engineering;2024-03-20

2. The Regime-Switching Structural Default Risk Model;Risks;2024-03-04

3. Corporate bonds: fixed versus stochastic coupons—an empirical study;Journal of Asset Management;2024-02

4. Call Protection, Financial Flexibility, and Debt Maturity Decision;SSRN Electronic Journal;2024

5. Finding value in the U.S. corporate bond market;2024

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP