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The Market Price of Credit Risk: The Impact of Asymmetric Information · Study

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PreprintThe Market Price of Credit Risk: The Impact of Asymmetric Information

Kay Giesecke2003

OA

Preprintgreen2003

The Market Price of Credit Risk: The Impact of Asymmetric Information

Kay Giesecke · Lisa R. Goldberg

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

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Credit Risk and Financial Regulations Corporate Finance and Governance Corporate Insolvency and Governance

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References

2005Stochastic Integration and Differential Equations 1979Martingales and arbitrage in multiperiod securities markets 1981Martingales and stochastic integrals in the theory of continuous trading 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure 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 2001Explaining the Rate Spread on Corporate Bonds

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2005Credit risk modeling with affine processesarticle · 12 shared references 2009Credit Risk Modelsreview · 9 shared references 2009Credit Risk Models with Incomplete Informationarticle · 9 shared references 2004Modeling and Valuation of Credit Riskchapter · 9 shared references 2007Reduced Form Modelling for Credit Riskpreprint · 9 shared references 2006Information Reduction in Credit Risk Modelsarticle · 9 shared references

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Year2003

Typepreprint

Published2003-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations20

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.2139/ssrn.450120

openalex_workW63597583

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