Munich Personal RePEc Archive
metadata only
Using Option Theory and Fundamentals to Assessing Default Risk of Listed Firms
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- A Model of Credit Risk, Optimal Policies, and Asset Prices#942709
- A quantile probability model for sectoral corporate defaults in Europe#130005
- Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds#778169
- A dynamic model of the firm--estimated and applied#964063
- Flight to quality, flight to liquidity, and the pricing of risk#334452
Record · ID 499709
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive