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A Two-Factor Hazard Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads

180

Citations

28

References

2000

Year

Abstract

Dilip Madan, Haluk Unal, A Two-Factor Hazard Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads, The Journal of Financial and Quantitative Analysis, Vol. 35, No. 1 (Mar., 2000), pp. 43-65

References

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