Option-based credit spreads
Year of publication: |
February 2018
|
---|---|
Authors: | Culp, Christopher L. ; Nozawa, Yoshio ; Veronesi, Pietro |
Published in: |
The American economic review. - Nashville, Tenn. : American Economic Assoc., ISSN 0002-8282, ZDB-ID 203590-X. - Vol. 108.2018, 2, p. 454-488
|
Subject: | Zinsstruktur | Yield curve | Unternehmensanleihe | Corporate bond | Betriebsvermögen | Corporate assets | Optionspreistheorie | Option pricing theory | Kreditrisiko | Credit risk | Theorie | Theory |
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