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A two-factor hazard rate model for pricing risky debt and the term structure of credit spreads
Madan, Dilip B.; Unal, Haluk - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 1, pp. 43-65
Persistent link: https://www.econbiz.de/10001492484
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Average rate claims with emphasis on catastrophe loss options
Bakshi, Gurdip S.; Madan, Dilip B. - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 1, pp. 93-115
Persistent link: https://www.econbiz.de/10001661620
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Heterogeneity in beliefs and volatility tail behavior
Bakshi, Gurdip S.; Madan, Dilip B.; Panayotov, George - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 6, pp. 1389-1414
Persistent link: https://www.econbiz.de/10011479441
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A general model for accounts-receivable analysis and control
Lewellen, Wilbur G.; Edmister, Robert O.; Cotter, Richard V. - In: Journal of financial and quantitative analysis : JFQA 8 (1973) 2, pp. 195-206
Persistent link: https://www.econbiz.de/10002368160
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Credit policy in lending institutions
Edmister, Robert O.; Schlarbaum, Gary G. - In: Journal of financial and quantitative analysis : JFQA 9 (1974) 3, pp. 335-356
Persistent link: https://www.econbiz.de/10002103526
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An empirical test of financial ratio analysis for small business failure prediction
Edmister, Robert O.; Dake, J. L. - In: Journal of financial and quantitative analysis : JFQA 7 (1972) 2, pp. 1477-1493
Persistent link: https://www.econbiz.de/10002103532
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Average Rate Claims with Emphasis on Catastrophe Loss Options
Bakshi, Gurdip; Madan, Dilip - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 1, pp. 93-116
Persistent link: https://www.econbiz.de/10006695845
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A Two-Factor Hazard Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads
Madan, Dilip; Unal, Haluk - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 1, pp. 43-66
Persistent link: https://www.econbiz.de/10006698426