1 Kijima, M, "jump-diffusion model for pricing corporate debt securities in a complex capital structure" 1 : 611-620, 2001
2 Black, F, "Valuing corporate securities: Some effects of bond indenture provisions" 31 : 351-367, 1976
3 Merton, R., "Theory of rational option pricing" 4 : 141-183, 1973
4 Zhou, C., "The term structure of credit spreads with jump risks" 25 : 2015-2040, 2001
5 Black, F, "The pricing of options and corporate liabilities" 81 : 637-654, 1973
6 Ahn, C., "The effects of jump risks associated with the default rate on credit spreads" 7 : 95-110, 2005
7 Hull,J, "Risk management and financial institutions" Pearson Education 2007
8 Merton, R., "Option pricing when underlying stock returns are discontinuous" 3 : 125-144, 1976
9 Merton, R., "On the pricing of corporate debt : The risk structure of interest rates" 29 : 449-470, 1974
10 Duffie, D, "Modeling term structures of defaultable bonds" 12 : 687-720, 1999
1 Kijima, M, "jump-diffusion model for pricing corporate debt securities in a complex capital structure" 1 : 611-620, 2001
2 Black, F, "Valuing corporate securities: Some effects of bond indenture provisions" 31 : 351-367, 1976
3 Merton, R., "Theory of rational option pricing" 4 : 141-183, 1973
4 Zhou, C., "The term structure of credit spreads with jump risks" 25 : 2015-2040, 2001
5 Black, F, "The pricing of options and corporate liabilities" 81 : 637-654, 1973
6 Ahn, C., "The effects of jump risks associated with the default rate on credit spreads" 7 : 95-110, 2005
7 Hull,J, "Risk management and financial institutions" Pearson Education 2007
8 Merton, R., "Option pricing when underlying stock returns are discontinuous" 3 : 125-144, 1976
9 Merton, R., "On the pricing of corporate debt : The risk structure of interest rates" 29 : 449-470, 1974
10 Duffie, D, "Modeling term structures of defaultable bonds" 12 : 687-720, 1999
11 Huang, Z, "How much of the corporate-treasury yield spread is due to credit risk?, working paper" Penn State University 2003
12 Zhang, B., "Explaining credit default swap spreads with the equity volatility and jump risks of individual firms" forthcoming in Review of Financial Studies 2008
13 Collin-Defresne, P, "Do credit spreads reflect stationary leverage ratios?" 56 : 1929-1957, 2001
14 Lucas, D., "Default correlation and credit analysis" 76-87, 1995
15 Longstaff, F, "Corporate yield spreads : Default risk or liquidity? New evidence from the credit-default-swap market" 60 : 2213-2253, 2005
16 Leland, H., "Corporate debt value, bond covenants, and optimal capital structure" 49 : 1213-1252, 1994
17 Hackbarth, D., "Capital structure, credit risk, and macroeconomic conditions" 82 : 519-550, 2006
18 Zhou, C., "An analysis of default correlations and multiple defaults" 14 : 555-576, 2001
19 Longstaff, F, "A simple approach to valuing risky fixed and floating rate debt" 50 : 789-820, 1995
국립중앙도서관 "우편 복사 서비스"로 연결 됩니다.
KISS
