Pricing Bonds and Bond Options with Default Risk

SSRN Electronic Journal ◽

10.2139/ssrn.512543 ◽

1997 ◽

Author(s):

Emilio Barone ◽

Giovanni Barone-Adesi ◽

Antonio Castagna

Keyword(s):

Default Risk ◽

Bond Options

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Pricing Bonds and Bond Options with Default Risk

European Financial Management ◽

10.1111/1468-036x.00065 ◽

1998 ◽

Vol 4 (2) ◽

pp. 231-282 ◽

Cited By ~ 8

Author(s):

Emilio Barone ◽

Giovanni Barone‐Adesi ◽

Antonio Castagna

Keyword(s):

Default Risk ◽

Bond Options

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Mortgage Choice, Separating Equilibrium and Default Risk

10.15396/eres1997_129 ◽

1997 ◽

Keyword(s):

Default Risk ◽

Mortgage Choice ◽

Separating Equilibrium

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Valuing Credit Default Swaps I: No Counterparty Default Risk

CFA Digest ◽

10.2469/dig.v31.n2.888 ◽

2001 ◽

Vol 31 (2) ◽

pp. 91-92 ◽

Cited By ~ 1

Author(s):

Bruce D. Phelps

Keyword(s):

Default Risk ◽

Credit Default Swaps ◽

Credit Default

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Impact of Correlated Default Risk on Credit Portfolios

CFA Digest ◽

10.2469/dig.v32.n3.1141 ◽

2002 ◽

Vol 32 (3) ◽

pp. 97-98

Author(s):

Stephen M Horan

Keyword(s):

Default Risk

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Corporate default risk modeling under distressed economic and financial conditions in a developing economy

The Journal of Credit Risk ◽

10.21314/jcr.2020.267 ◽

2020 ◽

Author(s):

Frank Ranganai Matenda ◽

Mabutho Sibanda ◽

Eriyoti Chikodza ◽

Victor Gumbo

Keyword(s):

Default Risk ◽

Developing Economy ◽

Risk Modeling ◽

Corporate Default ◽

Financial Conditions

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Default Risk Explains Main Part of Corporate Credit Spreads: Evidence from Multi-Period Non-Merton Model

SSRN Electronic Journal ◽

10.2139/ssrn.1087888 ◽

2010 ◽

Author(s):

Leonid V. Philosophov ◽

Vladimir L. Philosophov

Keyword(s):

Default Risk ◽

Main Part ◽

Credit Spreads ◽

Merton Model ◽

Corporate Credit

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Default Risk and Collateral in the Absence of Commitment

SSRN Electronic Journal ◽

10.2139/ssrn.1148963 ◽

2008 ◽

Cited By ~ 4

Author(s):

David C. Mills ◽

Robert R. Reed III

Keyword(s):

Default Risk

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Default Risk Mitigation Mechanisms in Derivatives Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1279459 ◽

2008 ◽

Author(s):

Rajna Gibson ◽

Carsten Murawski

Keyword(s):

Default Risk ◽

Risk Mitigation ◽

Derivatives Markets

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The Impact of Default Risk on the Basu Measure of Accounting Conservatism

SSRN Electronic Journal ◽

10.2139/ssrn.1279488 ◽

2009 ◽

Cited By ~ 1

Author(s):

Richard Zhe Wang ◽

Ciaran Ó Hogartaigh ◽

Tony van Zijl

Keyword(s):

Default Risk ◽

Accounting Conservatism ◽

The Impact

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Consumer Credit: Learning Your Customer's Default Risk from What (S)He Buys

SSRN Electronic Journal ◽

10.2139/ssrn.1570812 ◽

2009 ◽

Cited By ~ 1

Author(s):

Annette Vissing-Jorgensen

Keyword(s):

Default Risk ◽

Consumer Credit

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