logo
科言猫学术研究的AI总结
language
手机端手机端
  • Phone Feature微信小程序
简体中文简体中文
notice消息通知
博客博客
delete
arrow
返回

Modeling term structures of defaultable bonds

delete1999-07-02
delete1.2K
PRE
AI
D
Darrell Duffie
K
Kenneth J. Singleton
DOI：10.1093/rfs/12.4.687delete
delete原文链接
delete原文求助
delete分享
delete收藏
摘要

摘要

En 中文
This article presents convenient reduced-form models of the valuation of contingent claims subject to default risk, focusing on applications to the term structure of interest rates for corporate or sovereign bonds. Examples include the Valuation of a credit-spread option.
Keyword:
INTEREST-RATES
CAPITAL STRUCTURE
CORPORATE-DEBT
CREDIT RISK
SECURITIES
VALUATION
OPTIONS
SPREADS
YIELDS
AI总结

AI总结

对已上传原文的论文进行重点信息的提取，主要内容包括：简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。

期刊

Review of Financial Studies 封面图
Review of Financial Studies
IF:
5.4
论文数:
2.8K
被引数:
3.0W

机构

暂无机构信息
引用论文

引用论文

A somewhat personal odyssey in studying the stress process
errStress Medicine
IF0
err2006-02-10
err0
PREAI
errAaron Antonovsky
err分享
err收藏
Innovation in the Context of Audiology and in the Context of the Internet
errAmerican Journal of Audiology
IF0
err2018-11-19
err0
errOAAI
errLynne E. Bernstein; Jana Besser; David W. Maidment; De Wet Swanepoel
err分享
err收藏
Physicochemical characterization of starch isolated from red Monascus rice
errAsia-Pacific Journal of Chemical Engineering
IF0
err2013-12-17
err0
errOAAI
errIvon Kusmijo Chandra; Novy Srihartanti Kasim; Phuong Lan Tran Nguyen; Ngoc Yen Tran‐Thi; Suryadi Ismadji; Yi‐Hsu Ju
err分享
err收藏
The relation between treasury yields and corporate bond yield spreads
errJOURNAL OF FINANCE
IF9.5
err2002-12-17
err351
PREAI
errDuffee, GR
err分享
err收藏
Question answering from structured knowledge sources
errJournal of Applied Logic
IF0
err2007-03-01
err0
errOAAI
errAnette Frank; Hans-Ulrich Krieger; Feiyu Xu; Hans Uszkoreit; Berthold Crysmann; Brigitte Jörg; Ulrich Schäfer
err分享
err收藏
Swap rates and credit quality
errJOURNAL OF FINANCE
IF9.5
err1996-07-01
err175
PREAI
errDuffie, D; Huang, M
err分享
err收藏
THE IMPACT OF DEFAULT RISK ON THE PRICES OF OPTIONS AND OTHER DERIVATIVE SECURITIES
errJOURNAL OF BANKING & FINANCE
IF3.8
err1995-05-01
err176
PREAI
errHULL, J; WHITE, A
err分享
err收藏
Understory effect on tree and cork growth in cork oak woodlands
errForest Systems
IF0
err2018-05-22
err0
errOAAI
errSonia P. Faias; Joana A. Paulo; João H. N. Palma; Margarida Tomé
err分享
err收藏
Trauma and temporality.
errPsychoanalytic Psychology
IF0
err2003-01-01
err0
PREAI
errRobert D. Stolorow
err分享
err收藏
A single-chip narrow-band frequency-domain excisor for a Global Positioning System (GPS) receiver
errIEEE Journal of Solid-State Circuits
IF0
err2000-03-01
err0
PREAI
errP.T. Capozza; B.J. Holland; T.M. Hopkinson; R.L. Landrau
err分享
err收藏
学者 查看更多内容