A NOTE ON RISKY BOND VALUATION

DOI10.1142/S0219024900000656zbMath0977.91024OpenAlexW2035789168MaRDI QIDQ4522658

Chi-Fai Lo, Cho-Hoi Hui

Publication date: 2 January 2001

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

Full work available at URL: https://doi.org/10.1142/s0219024900000656

zbMATH Keywords

credit riskcorporate bondcorporate bond price

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Related Items (1)

Risky forward interest rates and swaptions: quantum finance model and empirical results

Cites Work

• A note on the valuation of risky corporate bonds
• An equilibrium characterization of the term structure

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