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Merton Model
Results: 71

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21	Double Default Effects and Basel II IRB Treatment of Double Default Effects Asset Drop Model Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-15 09:20:58 Bank regulation Basel II Banking Merton Model Basel I Credit derivative Credit risk Default Capital requirement Financial economics Finance Financial regulation
22	Default, a brief review Why economic default? Model economic default by equity-debt structure Conclusions Economic Default vs. Default Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-24 16:00:44 Debt Finance Default Merton Model Economic model Credit risk Financial crises United States housing bubble Default trap Financial economics Economics Credit
23	Accounting Transparency and the Term Structure of Credit Default Swap Spreads Claus Bajlumy Peter Tind Larsenz Add to Reading List Source URL: openarchive.cbs.dk Language: English - Date: 2011-09-08 07:53:05 Corporate bond Bond Credit derivative Cost of capital Derivative Finance Merton Model United States housing bubble Economics Credit default swap
24	pstw_13april2005_post-proof-corrections.dvi Add to Reading List Source URL: siteresources.worldbank.org Language: English - Date: 2006-03-02 08:27:16 Economics Financial markets Merton Model Credit risk Systematic risk Credit rating agency Corporate finance Valuation Financial Correlations Finance Financial economics Financial risk
25	Two factor models of equity and credit derivatives Tom Hurd Mathematics and Statistics, McMaster University Fields Industrial-Academic Forum on Credit-Hybrid Risk Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-04-20 16:33:23 United States housing bubble Financial economics Merton Model Credit default swap Capital structure Balance sheet Derivative Financial ratios Cost of capital Finance Business Corporate finance
26	Microsoft PowerPoint - FieldsInstitute042810Revised Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-05-04 14:15:59 United States housing bubble Bonds Financial accounting Financial markets Financial risk High-yield debt Futures contract Valuation Merton Model Finance Financial economics Investment
27	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Specification Analysis of Structural Credit Risk Models Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2008-11-17 14:39:00 Economics Merton Model Credit default swap Black–Scholes Option Derivative Autoregressive conditional heteroskedasticity Volatility Model risk Financial economics Mathematical finance Finance
28	Insolvency or Liquidity Squeeze? Explaining Very Short-Term Corporate Yield Spreads Dan Covitz and Chris Downing1 October 2, [removed]This Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2002-10-11 09:47:09 Finance Liquidity risk Yield curve Corporate bond Bond Merton Model Credit rating agency Money market Market liquidity Financial economics Financial markets Economics
29	Finance and Economics Discussion Series Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2005-12-19 11:37:25 Investment Merton Model Volatility Stochastic volatility Credit default swap Credit derivative Yield spread Financial risk Volatility smile Mathematical finance Financial economics Finance
30	THE JOURNAL OF FINANCE • VOL. LXIX, NO. 2 • APRIL[removed]A Theory of Debt Maturity: The Long and Short of Debt Overhang DOUGLAS W. DIAMOND and ZHIGUO HE∗ ABSTRACT Add to Reading List Source URL: faculty.chicagobooth.edu Language: English - Date: 2014-06-17 09:45:22 Credit Debt overhang Government debt Debt Merton Model Corporate finance Bond Security Default Financial economics Finance Economics

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