SSRN Electronic Journal · 2005 · 88 citations · 26 references
BusinessEconomicsFinanceCorporate FinanceFinancial EconomicsSurvival AnalysisCredit DerivativesCredit MarketsCredit RiskDependence ModelingFactor ModelsFinancial RiskCredit Derivatives PricingCredit Derivatives ValuationCredit Risk SpreadsDebt Recovery RatesDefault Recovery Rates
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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
Corporate Debt Value, Bond Covenants, and Optimal Capital Structure
Hayne E. Leland · The Journal of Finance · 1994 · 2.9K citations
VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS
Fischer Black, John C. Cox · The Journal of Finance · 1976 · 2.5K citations
Business, Finance, Asset Pricing +10