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The Pricing of Risky Debt When Interest Rates are Stochastic

1993195 citationsJournal Article

Authors

David C. Shimko · University of California System

Naohiko Tejima · Mitsubishi Electric (Japan)

Donald R. van Deventer · Chigasaki Rehabilitation College

Topics & Keywords

Stochastic processes and financial applications Credit Risk and Financial Regulations Banking stability, regulation, efficiency

UN Sustainable Development Goals

Decent work and economic growth

Publication Details

Published in: The Journal of Fixed Income

Volume 3, Issue 2, pp. 58-65

DOI: 10.3905/jfi.1993.408084

Field-Weighted Citation Impact: 4.46

The Pricing of Risky Debt When Interest Rates are Stochastic | Researchclopedia