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The Valuation of Corporate Liabilities: Theory and Tests · Study

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PreprintThe Valuation of Corporate Liabilities: Theory and Tests

Joel Reneby2001

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Preprintgreen2001

The Valuation of Corporate Liabilities: Theory and Tests

Joel Reneby · Jan Ericsson

33 citations·0/0 files stored·SSRN Electronic Journal

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Credit Risk and Financial Regulations Stochastic processes and financial applications Financial Distress and Bankruptcy Prediction

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References

1973The Pricing of Options and Corporate Liabilities 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*2016“Options, Futures, and Other Derivatives”1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 1999Modeling Term Structures of Defaultable Bonds 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS 2001The Determinants of Credit Spread Changes 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt

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Details

Year2001

Typepreprint

Published2001-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations33

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.2139/ssrn.275841

openalex_workW1549619085

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