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A survey of structural models of corporate debt pricing
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Orientador(es)
Resumo(s)
This paper surveys the theoretical and empirical literature on structural models of corporate debt pricing. It provides an understanding of the importance of structural models in predicting credit spreads, and focuses on the role of rating, maturity, asset volatility and sector effects.
Descrição
Palavras-chave
Corporate Debt Valuation Empirical Credit Spreads Structural Models
Contexto Educativo
Citação
Teixeira, João C. A. (2011). A survey of structural models of corporate debt pricing, “Working Paper Series” nº 12/11, 20 pp.. Ponta Delgada: Universidade dos Açores, CEEAplA-A.