SSRN Electronic Journal · 2000 · 15 citations · 22 references
BusinessFinanceRisk ManagementBankingFinancial EconomicsRisk AnalysisBank Risk ManagementCredit RiskFinancial CrisesFinancial RiskFinancial StabilityMarket RiskBank Credit RiskBanking Crisis RiskBanking System FragilityForward-looking RiskModel SimulationRisk Profile AnalysisSystem StabilitySystemic Risk In Banking
22
The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
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
Pricing Interest-Rate-Derivative Securities
John Hull, Alan White · Review of Financial Studies · 1990 · 2.2K citations