Pages that link to "Item:Q4531013"
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The following pages link to Term Structures of Credit Spreads with Incomplete Accounting Information (Q4531013):
Displaying 15 items.
- EMPIRICAL STUDIES OF STRUCTURAL CREDIT RISK MODELS AND THE APPLICATION IN DEFAULT PREDICTION: REVIEW AND NEW EVIDENCE (Q5305098) (← links)
- Credit gap risk in a first passage time model with jumps (Q5400654) (← links)
- RETHINKING DYNAMIC CAPITAL STRUCTURE MODELS WITH ROLL‐OVER DEBT (Q5411394) (← links)
- Pricing defaultable bonds: a middle-way approach between structural and reduced-form models (Q5484649) (← links)
- PARTIAL INFORMATION AND HAZARD PROCESS (Q5704734) (← links)
- Fair Value of Liabilities: The Financial Economics Perspective (Q5715843) (← links)
- Corporate security prices in structural credit risk models with incomplete information (Q5743118) (← links)
- ACCOUNTING NOISE AND THE PRICING OF CoCos (Q5878690) (← links)
- An efficient Monte Carlo scheme for Zakai equations (Q6058696) (← links)
- Financial maintenance covenants in bank loans (Q6063106) (← links)
- A default contagion model for pricing defaultable bonds from an information based perspective (Q6101028) (← links)
- Dynamic debt issuance with jumps (Q6146113) (← links)
- Credit risk pricing in a consumption‐based equilibrium framework with incomplete accounting information (Q6146673) (← links)
- Corporate debt value under transition scenario uncertainty (Q6667575) (← links)
- Dynamic modelling of corporate credit ratings and defaults (Q6669933) (← links)