The Credit Market Handbook
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11

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Published By John Wiley & Sons, Inc.

9781119201892, 9780471778622

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Index

The Credit Market Handbook ◽

10.1002/9781119201892.index ◽

2015 ◽

pp. 219-233

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Structural versus Reduced-Form Models: A New Information-Based Perspective

The Credit Market Handbook ◽

10.1002/9781119201892.ch6 ◽

2015 ◽

pp. 118-131 ◽

Cited By ~ 36

Author(s):

Robert A. Jarrow ◽

Philip Protter

Keyword(s):

Reduced Form ◽

New Information

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Predictions of Default Probabilities in Structural Models of Debt

The Credit Market Handbook ◽

10.1002/9781119201892.ch2 ◽

2015 ◽

pp. 39-64 ◽

Cited By ~ 47

Author(s):

Hayne E. Leland

Keyword(s):

Structural Models

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Front Matter

The Credit Market Handbook ◽

10.1002/9781119201892.fmatter ◽

2015 ◽

pp. i-xvii

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Estimating Default Probabilities Implicit in Equity Prices

The Credit Market Handbook ◽

10.1002/9781119201892.ch1 ◽

2015 ◽

pp. 1-38 ◽

Cited By ~ 5

Author(s):

Tibor Janosi ◽

Robert Jarrow ◽

Yildiray Yildirim

Keyword(s):

Equity Prices

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Correlated Default Processes: A Criterion-Based Copula Approach

The Credit Market Handbook ◽

10.1002/9781119201892.ch9 ◽

2015 ◽

pp. 186-218 ◽

Cited By ~ 1

Author(s):

Sanjiv R. Das ◽

Gary Geng

Keyword(s):

Copula Approach

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Reduced-Form versus Structural Models of Credit Risk: A Case Study of Three Models

The Credit Market Handbook ◽

10.1002/9781119201892.ch7 ◽

2015 ◽

pp. 132-164 ◽

Cited By ~ 17

Author(s):

Navneet Arora ◽

Jeffrey R. Bohn ◽

Fanlin Zhu

Keyword(s):

Credit Risk ◽

Structural Models ◽

Reduced Form ◽

Form Versus

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Implications of Correlated Default for Portfolio Allocation to Corporate Bonds

The Credit Market Handbook ◽

10.1002/9781119201892.ch8 ◽

2015 ◽

pp. 165-185

Author(s):

Mark B. Wise ◽

Vineer Bhansali

Keyword(s):

Corporate Bonds ◽

Portfolio Allocation

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Valuing High-Yield Bonds: A Business Modeling Approach

The Credit Market Handbook ◽

10.1002/9781119201892.ch5 ◽

2015 ◽

pp. 101-117

Author(s):

Thomas S. Y. Ho ◽

Sang Bin Lee

Keyword(s):

High Yield ◽

Business Modeling ◽

Modeling Approach

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Non-Parametric Analysis of Rating Transition and Default Data

The Credit Market Handbook ◽

10.1002/9781119201892.ch4 ◽

2015 ◽

pp. 77-100 ◽

Cited By ~ 5

Author(s):

Peter Fledelius ◽

David Lando ◽

Jens Perch Nielsen

Keyword(s):

Parametric Analysis ◽

Default Data ◽

Non Parametric

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