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A Simple Approach to Valuing Risky Fixed and Floating Rate Debt · Study

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ArticleA Simple Approach to Valuing Risky Fixed and Floating Rate Debt

Francis A. Longstaff1995

Article1995

A Simple Approach to Valuing Risky Fixed and Floating Rate Debt

Francis A. Longstaff · Eduardo S. Schwartz

406 citations·0/0 files stored·The Journal of Finance

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Credit Risk and Financial Regulations Stochastic processes and financial applications Financial Reporting and Valuation Research

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2003Term Structure Dynamics in Theory and Reality 2001Valuing Credit Default Swaps II 2009Market conditions, default risk and credit spreads 2001An Analysis of Default Correlations and Multiple Defaults 2011Corporate bond default risk: A 150-year perspective 2000The intersection of market and credit risk 2006Risk and Return in Fixed-Income Arbitrage: Nickels in Front of a Steamroller?2007Regime dependent determinants of credit default swap spreads

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Year1995

Typearticle

Published1995-07-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations406

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.2307/2329288

openalex_workW4255287478

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