The Mills Ratio and the behavior of redeemable bond prices in the Gaussian structural model of corporate default
Peter Spencer
| Year of publication: |
2014
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|---|---|
| Authors: | Spencer, Peter D. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 11.2014, 1, p. 8-15
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| Subject: | Bankruptcy | Corporate bond pricing | First passage time | Mills Ratio inequalities | Comparative statics | Unternehmensanleihe | Corporate bond | Insolvenz | Insolvency | Theorie | Theory | Anleihe | Bond | Kreditrisiko | Credit risk | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010393638