Concepedia

Operational risk: Emerging markets, sectors and measurement

Sovan Mitra, Andreas Karathanasopoulos, Georgios Sermpinis, Christian L. Dunis, John Hood

European Journal of Operational Research · 2014 · 54 citations · 49 references

DOI

Concepts

References

49

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

, , +13

ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*

Robert C. Merton · The Journal of Finance · 1974 · 11K citations · Full text

, , +16

“Options, Futures, and Other Derivatives”

AMBER – ABBS Management Business and Entrepreneurship Review · 2016 · 5.2K citations · Full text

, , +11

Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads

Hayne E. Leland, Klaus Bjerre Toft · The Journal of Finance · 1996 · 2.1K citations

, , +17

Pricing Derivatives on Financial Securities Subject to Credit Risk

Robert A. Jarrow, Stuart M. Turnbull · The Journal of Finance · 1995 · 2K citations

, , +17