The Valuation of Corporate Liabilities: Theory and Tests
Year of publication: |
2001-02-01
|
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Authors: | Reneby, Joel ; Ericsson, Jan |
Institutions: | Economics Institute for Research (SIR), Handelshögskolan i Stockholm |
Subject: | corporate bonds | credit risk | yield spreads | default | structural bond pricing models |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series SSE/EFI Working Paper Series in Economics and Finance Number 445 61 pages |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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