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Valuation Model of Defaultable Bond Values in Emerging Markets · Study

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ArticleValuation Model of Defaultable Bond Values in Emerging Markets

Cho‐Hoi Hui2002

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Articlegreen2002

Valuation Model of Defaultable Bond Values in Emerging Markets

Cho‐Hoi Hui · Chi‐Fai Lo

19 citations·0/0 files stored·Asia-Pacific Financial Markets

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Credit Risk and Financial Regulations Global Financial Crisis and Policies Stochastic processes and financial applications

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References

1973The Pricing of Options and Corporate Liabilities 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1985A Theory of the Term Structure of Interest Rates 1999Modeling Term Structures of Defaultable Bonds 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt 1995Pricing Derivatives on Financial Securities Subject to Credit Risk 1997A Markov Model for the Term Structure of Credit Risk Spreads

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2012European Asset Swap Spreads and the Credit Crisis

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2004Bond Pricing with Default Riskpreprint · 14 shared references 2002Defaultable Bonds and Default Correlationpreprint · 13 shared references 2000A Survey of Contingent‐Claims Approaches to Risky Debt Valuationarticle · 12 shared references 2002Valuation of Defaultable Claims — A Surveyarticle · 12 shared references 2009A Structural Model of Default Riskarticle · 12 shared references 2001Term Structures of Credit Spreads with Incomplete Accounting Informationarticle · 11 shared references

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Year2002

Typearticle

Published2002-03-01

VenueAsia-Pacific Financial Markets

ISSN-L1380-2011

Languageen

Citations19

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.1023/a:1021103317106

openalex_workW1585152259

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