Structural Models of Corporate Bond Pricing : An Empirical Analysis
Year of publication: |
[2002]
|
---|---|
Authors: | Eom, Young Ho |
Other Persons: | Huang, Jing-Zhi (contributor) ; Helwege, Jean (contributor) |
Publisher: |
[2002]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (68 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2002 erstellt |
Other identifiers: | 10.2139/ssrn.302681 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Can standard preferences explain the prices of out-of-the-money S&P 500 put options?
Benzoni, Luca, (2011)
-
Explaining asset pricing puzzles associated with the 1987 market crash
Benzoni, Luca, (2010)
-
Hedging barrier options: Current methods and alternatives
Dupont, Dominique Y., (2001)
- More ...
-
Structural models of corporate bond pricing : an empirical analysis
Eom, Young Ho, (2003)
-
Structural models of corporate bond pricing : an empirical analysis
Eom, Young Ho, (2004)
-
Structural models of corporate bond pricing : an empirical analysis
Eom, Young Ho, (2000)
- More ...