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An analysis of private loan guarantees
16 references·1 citing·29 second hop
An analysis of private loan guarantees (1992)An analysis of private loan guaranteesTheory of rational option pricing (2005)Theory of rational option pri…Options, Futures, and Other Derivative Securities. (1990)Options, Futures, and Other D…Theory of Financial Decision Making. (1988)Theory of Financial Decision …Pricing Risk‐Adjusted Deposit Insurance: An Option‐Based Model (1986)Pricing Risk‐Adjusted Deposit…An Intertemporal General Equilibrium Model of Asset Prices (1985)An Intertemporal General Equi…An analysis of secured debt (1985)An analysis of secured debtThe valuation of compound options (1979)The valuation of compound opt…The Pricing of Contingent Claims in Discrete Time Models (1979)The Pricing of Contingent Cla…Option pricing: A simplified approach (1979)Option pricing: A simplified …The Valuation of Corporate Liabilities as Compound Options (1977)The Valuation of Corporate Li…An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)An analytic derivation of the…VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)VALUING CORPORATE SECURITIES:…The Valuation of Uncertain Income Streams and the Pricing of Options (1976)The Valuation of Uncertain In…Option pricing (1976)Option pricingTheory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Sovereign and Banking Sector Debt (2012)Sovereign and Banking Sector …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options (1996)Post-'87 crash fears in the S&P 500 futures option market (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Theory of games and economic behavior (2019)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Asset Prices in an Exchange Economy (1978)A Theory of the Term Structure of Interest Rates (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Efficient Capital Markets: II (1991)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)The Determinants of Credit Spread Changes (2001)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Theory of Bank Risk Taking and Competition Revisited (2005)The Credit Crisis Around the Globe: Why Did Some Banks Perform Better? (2011)How does capital affect bank performance during financial crises? (2013)5 Stochastic volatility (1996)Statistical aspects of ARCH and stochastic volatility (1996)Monte Carlo methods for security pricing (1997)Martingales and stochastic integrals in the theory of continuous trading (1981)Evaluating Natural Resource Investments (1985)Irreversibility, Uncertainty, and Investment (1990)Implied Binomial Trees (1994)Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying (2001)The Adaptive Markets Hypothesis (2004)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1979Option pricing: A simplified approach6,103 cited
  • 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS2,383 cited
  • 1985An Intertemporal General Equilibrium Model of Asset Prices2,052 cited
  • 1977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory1,923 cited
  • 1988Theory of Financial Decision Making.1,867 cited
  • 1976The Valuation of Uncertain Income Streams and the Pricing of Options1,620 cited
  • 1990Options, Futures, and Other Derivative Securities.1,227 cited
  • 1979The valuation of compound options1,107 cited
  • 1977The Valuation of Corporate Liabilities as Compound Options830 cited
  • 1986Pricing Risk‐Adjusted Deposit Insurance: An Option‐Based Model709 cited
  • 1985An analysis of secured debt675 cited
  • 1979The Pricing of Contingent Claims in Discrete Time Models546 cited
  • 1976

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Option pricing
473 cited

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  • 2012Sovereign and Banking Sector Debt22 cited