Acharya, Viral V. (contributor); … - 2001 - [Elektronische Ressource]
Corporate Bond Valuation and Hedging with
Stochastic Interest Rates and Endogenous
Bankruptcy
Viral V. Acharya1 and …
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Corporate Bond Valuation and Hedging with
Stochastic Interest Rates and Endogenous … value are stochastic. It then uses the results to explain the dynamics of hedging.
Bankruptcy rules are important …