PRICING OF CORPORATE DEBT - RISK STRUCTURE OF INTEREST RATES

被引:4602
作者
MERTON, RC [1 ]
机构
[1] MIT,CAMBRIDGE,MA 02139
关键词
D O I
10.2307/2978814
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:449 / 470
页数:22
相关论文
共 11 条
[1]  
BLACK F, 1973, J POLITICAL ECON MAY
[2]  
BLACK F, 1972, J FINANCE MAY
[3]  
FAMA EF, 1970, J FINANCE MAY
[4]  
McKean H. P, 1969, STOCHASTIC INTEGRALS
[5]  
MERTON RC, 1970, DYNAMIC GENERAL EQUI
[6]  
MERTON RC, 1973, BELL J ECONOMICS SPR
[7]  
MILLER M, 1958, AM ECONOMIC REV JUN
[8]  
ROTHSCHILD M, 1970, J ECONOMIC THEORY, V2
[9]  
SAMUELSON P, 1965, INDUSTRIAL MANAG SPR
[10]  
SAMUELSON PA, 1973, BELL J ECONOMICS MAN, V4