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The valuation of floating-rate instruments · Study

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ArticleThe valuation of floating-rate instruments

Krishna A Ramaswamy1986

Article1986

The valuation of floating-rate instruments

Krishna A Ramaswamy · Suresh M. Sundaresan

114 citations·0/0 files stored·Journal of Financial Economics

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Credit Risk and Financial Regulations Financial Markets and Investment Strategies Corporate Finance and Governance

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References

1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1985A Theory of the Term Structure of Interest Rates 1979Option pricing: A simplified approach 1979On financial contracting 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS 1984Contingent Claims Analysis of Corporate Capital Structures: an Empirical Investigation 1981A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates

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1991A Simple Approach to Interest-Rate Option Pricing 2000A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives 1993Option Theory and Floating-Rate Securities with a Comparison of Adjustable- and Fixed-Rate Mortgages 1988The Market for Interest Rate Swaps 2004Bond Pricing with Default Risk 1990The Valuation and Analysis of Adjustable Rate Mortgages

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Details

Year1986

Typearticle

Published1986-12-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations114

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.1016/0304-405x(86)90066-8

openalex_workW1482985762

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2010Auction failures and the market for auction rate securities

1996Default risk and derivative products