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The Pricing of Corporate Debt: A Note

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  • Lee, C Jevons

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  • Lee, C Jevons, 1981. "The Pricing of Corporate Debt: A Note," Journal of Finance, American Finance Association, vol. 36(5), pages 1187-1189, December.
    • Handle: RePEc:bla:jfinan:v:36:y:1981:i:5:p:1187-89
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    Citations

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    Cited by:

    1. Dilip Madan & Haluk Unal, 1996. "Pricing the Risks of Default," Center for Financial Institutions Working Papers 94-16, Wharton School Center for Financial Institutions, University of Pennsylvania.
    2. Zonggang Ma & Chaoqun Ma & Zhijian Wu, 2022. "Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods," Review of Derivatives Research, Springer, vol. 25(1), pages 47-91, April.
    3. Klein, Peter, 1996. "Pricing Black-Scholes options with correlated credit risk," Journal of Banking & Finance, Elsevier, vol. 20(7), pages 1211-1229, August.
    4. Anas Yassine & Abdelmadjid Ibenrissoul, 2018. "The macroeconomics determinants of default of the borrowers: The case of Moroccan bank," Papers 1801.05770, arXiv.org, revised Mar 2018.
    5. Anas Yassine & Abdelmadjid Ibenrissoul & Nawal Snoussi & Zakaria Benjouid, 2017. "The macroeconomics determinants of default of the borrowers: The case of Moroccan bank [Les déterminants macroéconomiques de la défaillance des emprunteurs : Le cas d'une banque marocaine]," Working Papers hal-01683225, HAL.
    6. Brown, Alessio J. G. & Žarnić, Žiga, 2003. "Explaining the increased German credit spread: The role of supply factors," Kiel Advanced Studies Working Papers 412, Kiel Institute for the World Economy (IfW Kiel).
    7. Yu, W. T. & Pang, W. K. & Li, L. K., 2004. "Borrowing cost reduction by interest rate swaps--an option pricing analysis," European Journal of Operational Research, Elsevier, vol. 154(3), pages 764-778, May.
    8. James W. Kolari, 1987. "An Analytical Model Of Risky Yield Curves," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 10(4), pages 295-303, December.
    9. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.

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