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Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy
16 references·1 citing·25 second hopsampled
Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy (2001)Corporate Bond Valuation and Hedging with…The Relation Between Treasury Yields and Corporate Bond Yield Spreads (1998)The Relation Between Treasury…Agency Costs, Risk Management, and Capital Structure (1998)Agency Costs, Risk Management…Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads (1996)Optimal Capital Structure, En…Pricing Derivatives on Financial Securities Subject to Credit Risk (1995)Pricing Derivatives on Financ…A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)A Simple Approach to Valuing …Corporate Debt Value, Bond Covenants, and Optimal Capital Structure (1994)Corporate Debt Value, Bond Co…Dynamic Capital Structure Choice: Theory and Tests (1989)Dynamic Capital Structure Cho…Brownian Motion and Stochastic Calculus (1988)Brownian Motion and Stochasti…A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…Controlled Diffusion Processes (1980)Controlled Diffusion ProcessesThe Valuation of Corporate Liabilities as Compound Options (1977)The Valuation of Corporate Li…Determinants of corporate borrowing (1977)Determinants of corporate bor…VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)VALUING CORPORATE SECURITIES:…Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Theory of the firm: Manageria…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Underinvestment, Capital Structure and Strategic Debt Restructuring (2003)Underinvestment, Capital Stru…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Dividend Policy, Growth, and the Valuation of Shares (1961)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)Theory of Rational Option Pricing (1973)The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)The Determinants of Credit Spread Changes (2001)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)Option pricing when underlying stock returns are discontinuous (1976)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Modeling Term Structures of Defaultable Bonds (1999)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Default Risk in Equity Returns (2004)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Nature of the Firm (1937)Separation of Ownership and Control (1983)Law and Finance (1998)Optimum consumption and portfolio rules in a continuous-time model (1971)Dynamic Asset Pricing Theory. (1993)The theory and practice of corporate finance: evidence from the field (2001)
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References

  • 1976Theory of the firm: Managerial behavior, agency costs and ownership structure71,441 cited
  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1977Determinants of corporate borrowing13,160 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
  • 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS2,383 cited
  • 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
  • 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
  • 1995Pricing Derivatives on Financial Securities Subject to Credit Risk1,934 cited
  • 1989Dynamic Capital Structure Choice: Theory and Tests1,572 cited
  • 1988Brownian Motion and Stochastic Calculus1,544 cited
  • 1998Agency Costs, Risk Management, and Capital Structure1,495 cited
  • 1980Controlled Diffusion Processes1,311 cited
  • 1977The Valuation of Corporate Liabilities as Compound Options830 cited

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  • 1998The Relation Between Treasury Yields and Corporate Bond Yield Spreads778 cited
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    • 2003Underinvestment, Capital Structure and Strategic Debt Restructuring24 cited