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ArticlePricing Risky Debt

David Guoming Wei1997

Article1997

Pricing Risky Debt

David Guoming Wei · Dajiang Guo

38 citations·0/0 files stored·The Journal of Fixed Income

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Credit Risk and Financial Regulations Corporate Insolvency and Governance Stochastic processes and financial applications

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References

1985A Theory of the Term Structure of Interest Rates 1977An equilibrium characterization of the term structure 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 1992An Empirical Comparison of Alternative Models of the Short-Term Interest Rate 1977The Valuation of Corporate Liabilities as Compound Options 1976Valuing Corporate Securities: Some Effects of Bond Indenture Provisions 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt 1986The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates

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2005ESTIMATING A RISKY TERM STRUCTURE OF BRADY BONDS 2008What Is the Cost of Financial Flexibility? Theory and Evidence for Make‐Whole Call Provisions

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Details

Year1997

Typearticle

Published1997-09-30

VenueThe Journal of Fixed Income

ISSN-L1059-8596

Languageen

Citations38

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.3905/jfi.1997.408207

openalex_workW2907025846

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