Risky coupon bonds as a portfolio of zero-coupon bonds
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Bibliographic InfoArticle provided by Elsevier in its journal Finance Research Letters.
Volume (Year): 1 (2004)
Issue (Month): 2 (June)
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Web page: http://www.elsevier.com/locate/frl
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- Jarrow, Robert A & Turnbull, Stuart M, 1995. " Pricing Derivatives on Financial Securities Subject to Credit Risk," Journal of Finance, American Finance Association, vol. 50(1), pages 53-85, March.
- Jarrow, Robert A. & Turnbull, Stuart M., 2000. "The intersection of market and credit risk," Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 271-299, January.
- Krishnan, C.N.V. & Ritchken, Peter H. & Thomson, James B., 2010. "Predicting credit spreads," Journal of Financial Intermediation, Elsevier, vol. 19(4), pages 529-563, October.
- Hyong-Chol O & Song-Yon Kim & Dong-Hyok Kim & Chol-Hyok Pak, 2013. "Comprehensive Unified Models of Structural and Reduced Form Models for Defaultable Fixed Income Bonds (Part 1: One factor-model, Part 2:Two factors-model)," Papers 1309.1647, arXiv.org, revised Sep 2013.
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