PPT Slide

References

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of bond indenture provision,” Journal of Finance, vol. 31 (1976)

p.351-367.

2. Bohn, J. R., “Empirical assessment of a simple contingent claim

model for the valuation of risky debt,” Working paper of Haas

School of Business (1999).

3. Briys E. et al., Option, Futures and Exotic Derivatives, John Wiley

(1998), Chap. 9.

4. Longstaff, F. A. and E. S. Schwartz, “A simple approach to valuing

risky fixed and floating rate debts,” Journal of Finance, vol. 50 (1995)

p.789-819.

5. Zhou, C., “A jump-diffusion approach to modeling credit risk and

valuing defaultable securities,” Working paper of the Federal

Reserve Board (1997).