SSRN Electronic Journal · 2002 · 21 citations · 32 references
BusinessEconomicsFinanceAsset PricingCorporate FinanceFinancial EconomicsCredit DerivativesCredit RiskDependence ModelingDerivatives Risk ManagementFinancial RiskOption PricingCredit Derivative PricingCredit Derivatives PricingCredit Derivatives ValuationCredit Risk CalibrationRisk-based Pricing
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ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
Robert C. Merton · The Journal of Finance · 1974 · 11K citations · Full text
Business, Finance, Asset Pricing +16
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