Journal of Financial and Quantitative Analysis Vol. 35 No. 1 2000
A Two-Factor Hazard Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads
Abstract
Dilip Madan, Haluk Unal, A Two-Factor Hazard Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads, The Journal of Financial and Quantitative Analysis, Vol. 35, No. 1 (Mar., 2000), pp. 43-65
- DOI
- 10.2307/2676238
- Volume
- 35
- Issue
- 1
- Pages
- 43
- Sources
- openalex crossref