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Accounting transparency and the term structure of credit default swap spreads

Bajlum, Claus (contributor); Tind Larsen, Peter (contributor) - 2007

Persistent link: https://www.econbiz.de/10003538822

Capital structure arbitrage : model choice and volatility calibration

Bajlum, Claus (contributor); Tind Larsen, Peter (contributor) - 2007

Persistent link: https://www.econbiz.de/10003538826

Default risk, debt maturity and levered equity's risk-shifting incentives

Tind Larsen, Peter (contributor) - 2007

Persistent link: https://www.econbiz.de/10003734465

Essays on credit risk and credit derivatives

Bajlum, Claus - 2008

Persistent link: https://www.econbiz.de/10003761742

Essays on capital structure and credit risk

Tind Larsen, Peter - 2007

Persistent link: https://www.econbiz.de/10003665278

Essays on Credit Risk and Credit Derivatives

Bajlum, Claus - 2008

This Ph.D. thesis consists of three self-contained chapters, which can be read independently. The chapters are interrelated through their use of structural credit risk models and a credit derivative known as the Credit Default Swap (CDS). Chapter 1 estimates the impact of accounting transparency...