Structural RFV : Recovery Form and Defaultable Debt Analysis
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Cited by:
- Campi, L. & Polbennikov, S.Y. & Sbuelz, A., 2005. "Assessing Credit with Equity : A CEV Model with Jump to Default," Other publications TiSEM 21b78fcf-8401-4e4d-8224-7, Tilburg University, School of Economics and Management.
- Campi, L. & Polbennikov, S.Y. & Sbuelz, A., 2005. "Assessing Credit with Equity : A CEV Model with Jump to Default," Discussion Paper 2005-27, Tilburg University, Center for Economic Research.
- Campi, L. & Sbuelz, A., 2005. "Close-Form Pricing of Benchmark Equity Default Swaps Under the CEV Assumption," Discussion Paper 2005-28, Tilburg University, Center for Economic Research.
- Luciano Campi & Simon Polbennikov & Sbuelz, 2005. "Assessing Credit with Equity: A CEV Model with Jump to Default," Working Papers 24/2005, University of Verona, Department of Economics.
- Campi, L. & Sbuelz, A., 2005. "Close-Form Pricing of Benchmark Equity Default Swaps Under the CEV Assumption," Other publications TiSEM f10edfa3-d4c3-489b-bffe-4, Tilburg University, School of Economics and Management.
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Keywords
bonds; credit; risk; capital costs; debt;All these keywords.
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