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Valuation of Sovereign Debt with Strategic Defaulting and Rescheduling · Study

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PreprintValuation of Sovereign Debt with Strategic Defaulting and Rescheduling

Michael S. Westphalen2002

OA

Preprintgreen2002

Valuation of Sovereign Debt with Strategic Defaulting and Rescheduling

Michael S. Westphalen

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

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Credit Risk and Financial Regulations Global Financial Crisis and Policies Corporate Insolvency and Governance

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References

2007Brownian Motion and Stochastic Calculus 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure 1981Debt with Potential Repudiation: Theoretical and Empirical Analysis 1999Modeling Term Structures of Defaultable Bonds 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt 1991Brownian motion and stochastic calculus 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads 1987Brownian Motion and Stochastic Flow Systems.

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2008Understanding Common Factors in Domestic and International Bond Spreadsarticle · 11 shared references 2000Continuous‐Time Methods in Finance: A Review and an Assessmentarticle · 10 shared references 2002Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcyarticle · 9 shared references 2004Bond Pricing with Default Riskpreprint · 9 shared references 2003Term Structure Dynamics in Theory and Realityarticle · 8 shared references 2005Credit risk modeling with affine processesarticle · 8 shared references

Details

Year2002

Typepreprint

Published2002-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations21

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.2139/ssrn.307664

openalex_workW1580606699

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