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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"International review of economics & finance : IREF"
~person:"Bielecki, Tomasz R."
~person:"Yang, Jinqiang"
~subject:"Credit risk"
~subject:"Theory"
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Credit risk
Theory
Kreditrisiko
3
Theorie
3
Yield curve
3
Zinsstruktur
3
Capital structure
2
Credit spread
2
Kapitalstruktur
2
Agency theory
1
Corporate bond
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Default decision
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Incomplete information
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Learning
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Markov-Kette
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Principal-agent
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Bielecki, Tomasz R.
Yang, Jinqiang
Eberlein, Ernst
4
Filipović, Damir
4
Levendorskij, Sergej Z.
3
Rutkowski, Marek
3
Björk, Tomas
2
Brace, Alan
2
Gouriéroux, Christian
2
Jarrow, Robert A.
2
Kennedy, D. P.
2
Kou, Steven
2
Monfort, Alain
2
Musiela, Marek
2
Rogers, Leonard C. G.
2
Scaillet, Olivier
2
Teichmann, Josef
2
Aihara, Shin Ichi
1
Akahori, Jirô
1
Aquilina, J.
1
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1
Augusto, Mário Gomes
1
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1
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1
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1
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1
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1
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1
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1
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1
Chan, Jiun Hong
1
Chatterjee, Ujjal Kanti
1
Chen, Li
1
Chen, Nan
1
Chen, Tsung-Kang
1
Cheng, Peng
1
Cheridito, Patrick
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International review of economics & finance : IREF
Fisher College of Business working paper series
1
Journal of financial economics
1
NBER Working Paper
1
NBER working paper series
1
Springer finance
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ECONIS (ZBW)
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1
Optimal capital structure with moral hazard
Mu, Congming
;
Wang, Anxing
;
Yang, Jinqiang
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 326-338
Persistent link: https://www.econbiz.de/10011747307
Saved in:
2
Optimal capital structure and credit spread under incomplete information
Liu, Bo
;
Liu, Yang
;
Peng, Juan
;
Yang, Jinqiang
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 596-611
Persistent link: https://www.econbiz.de/10011748731
Saved in:
3
Multiple ratings model of defaultable term structure
Bielecki, Tomasz R.
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 125-139
Persistent link: https://www.econbiz.de/10002177192
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