Valuing Credit Derivatives
- 30 June 1995
- journal article
- Published by With Intelligence LLC in The Journal of Fixed Income
- Vol. 5 (1) , 6-12
- https://doi.org/10.3905/jfi.1995.408138
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- The valuation of options on yieldsJournal of Financial Economics, 1990
- An equilibrium characterization of the term structureJournal of Financial Economics, 1977
- The pricing of commodity contractsJournal of Financial Economics, 1976
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973