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  • Search: subject:"Recovery as a fraction of pre-default debt values"
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Corporate bond pricing 1 Default risk 1 Defaultable bonds 1 Implied recovery 1 Recovery 1 Recovery as a fraction of pre-default debt values 1 Recovery as a fraction of the present value of face 1 Recovery payout as a fraction of face 1
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Zhang, Frank 1
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Review of Derivatives Research 1
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An empirical analysis of alternative recovery risk models and implied recovery rates
Zhang, Frank - In: Review of Derivatives Research 13 (2010) 2, pp. 101-124
Persistent link: https://www.econbiz.de/10008526470
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