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Valuing corporate securities: some effects of bond indenture provisions—a correction

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  • Hsuan-Chu Lin

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  • Hsuan-Chu Lin, 2007. "Valuing corporate securities: some effects of bond indenture provisions—a correction," Review of Quantitative Finance and Accounting, Springer, vol. 29(2), pages 173-180, August.
    • Handle: RePEc:kap:rqfnac:v:29:y:2007:i:2:p:173-180
    DOI: 10.1007/s11156-007-0028-9
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    References listed on IDEAS

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    1. Black, Fischer & Cox, John C, 1976. "Valuing Corporate Securities: Some Effects of Bond Indenture Provisions," Journal of Finance, American Finance Association, vol. 31(2), pages 351-367, May.
    2. Robert C. Merton, 2005. "Theory of rational option pricing," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 8, pages 229-288, World Scientific Publishing Co. Pte. Ltd..
    3. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
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    Cited by:

    1. Arianna Agosto & Enrico Moretto, 2012. "Exploiting default probabilities in a structural model with nonconstant barrier," Applied Financial Economics, Taylor & Francis Journals, vol. 22(8), pages 667-679, April.

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    More about this item

    Keywords

    Default; Bond price; D46; G32;
    All these keywords.

    JEL classification:

    • D46 - Microeconomics - - Market Structure, Pricing, and Design - - - Value Theory
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

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