A survey of structural models of corporate debt pricing

Teixeira, João

http://hdl.handle.net/10400.3/4967

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Authors

Teixeira, João

Abstract(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.

Keywords

Corporate Debt Valuation Empirical Credit Spreads Structural Models

URI

http://hdl.handle.net/10400.3/4967

Citation

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.