A GENERAL FRAMEWORK FOR HIGH YIELD BOND INVESTMENT

DOI10.1142/S0219024907004512zbMath1141.91458MaRDI QIDQ3503121

Helen Kovilyanskaya, Ralf Korn

Publication date: 20 May 2008

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

defaultable bond modelingface value processhigh yield bond investment

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• The Pricing of Options and Corporate Liabilities
• Term Structures of Credit Spreads with Incomplete Accounting Information
• A GENERAL FRAMEWORK FOR PRICING CREDIT RISK

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