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Synthetic Options and Implied Volatility for the Corporate Bond Market
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 58 / Issue 3 / May 2023
- Published online by Cambridge University Press:
- 15 February 2022, pp. 1295-1325
- Print publication:
- May 2023
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- Article
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The Term Structure of Expected Recovery Rates
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 53 / Issue 6 / December 2018
- Published online by Cambridge University Press:
- 19 October 2018, pp. 2619-2661
- Print publication:
- December 2018
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