SSRN Electronic Journal · 2013 · 14 citations · 28 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsStochastic ProcessesBond PricingConvertible SecuritiesFinancial RiskHedgingHybrid SecuritiesOption PricingConvertible Bond ModelingConvertible Bond PricingConvertible Instruments ValuationEquity Derivatives RiskEquity Market RiskFirst-passage Time TheoryFixed Income DerivativesHedging Interest Rate Risk
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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
A Theory of the Term Structure of Interest Rates
John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 8.6K citations
Modeling Term Structures of Defaultable Bonds
Darrell Duffie, Kenneth J. Singleton · Review of Financial Studies · 1999 · 2.6K 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