Credit spreads with dynamic debt
Year of publication: |
2015
|
---|---|
Authors: | Das, Sanjiv R. ; Kim, Seoyoung |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 50.2015, p. 121-140
|
Subject: | Credit spreads | Dynamic debt | Ratchet | Restructure | Guarantee | Barrier options | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Unternehmensanleihe | Corporate bond | Risikoprämie | Risk premium | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Insolvenz | Insolvency | Fremdkapital | Debt financing |
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