Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy /
Acharya, Viral V.
Carpenter, Jennifer N.,1965-
Centre for Economic Policy Research (Great Britain)
London : Centre for Economic Policy Research,
2002.
"April 2002."
Includes bibliographical references (p. 32-36).
Bonds
Corporations
Hedging (Finance)
Interest rates.
Bankruptcy.
Also available from the CEPR World Wide Web site (www.cepr.org).