The pricing of risky coupon bonds

DOI10.1080/13504869950079284zbMATH Open1009.91042OpenAlexW2135058314MaRDI QIDQ4541581

George McKenzie, Lilly Choong

Publication date: 5 September 2002

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/13504869950079284

zbMATH Keywords

default riskdefault probabilitiesbond valuation

Mathematics Subject Classification ID

Cites Work

• The pricing of options and corporate liabilities

Related Items (5)

A NOTE ON RISKY BOND VALUATION ⋮ Title not available (Why is that?) ⋮ Pricing of zero-coupon and coupon cat bonds ⋮ ANALYTIC PRICING OF CoCo BONDS ⋮ Pricing equity-bond covariance risk: between flight-to-quality and fear-of-missing-out

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