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Reneby, Joel's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
8,021 |
Total
Citations
98 |
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1.
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A Framework for Valuing Corporate Securities
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Ericsson, Jan
McGill University Reneby, Joel
Stockholm School of Economics - Department of Finance
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Posted:
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12 Dec 96
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Last Revised:
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18 Dec 01
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2,773
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Ericsson, Jan
McGill University Reneby, Joel
Stockholm School of Economics - Department of Finance
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Ericsson, Jan
McGill University Reneby, Joel
Stockholm School of Economics - Department of Finance
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2,773
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Estimating Structural Bond Pricing Models
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Ericsson, Jan
McGill University Reneby, Joel
Stockholm School of Economics - Department of Finance
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Posted:
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15 May 01
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Last Revised:
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28 Feb 04
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2,138
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Ericsson, Jan
McGill University Reneby, Joel
Stockholm School of Economics - Department of Finance
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Default risk, corporate bonds, credit spreads, maximum likelihood
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Ericsson, Jan
McGill University Reneby, Joel
Stockholm School of Economics - Department of Finance
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2,138
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31
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Credit Risk, Maximum Likelihood, Corporate Bonds
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3.
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Ericsson, Jan
McGill University Reneby, Joel
Stockholm School of Economics - Department of Finance Wang, Hao
Tsinghua University
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27 Jan 05
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Last Revised:
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16 Oct 08
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1,655
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43
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Credit risk, credit derivatives, corporate bonds, structural models
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4.
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Ericsson, Jan
McGill University Reneby, Joel
Stockholm School of Economics - Department of Finance
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846
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5.
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Reneby, Joel
Stockholm School of Economics - Department of Finance Ericsson, Jan
McGill University
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609
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14
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6.
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Reneby, Joel
Stockholm School of Economics - Department of Finance Ericsson, Jan
McGill University
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Credit risk, yield spreads, structural models
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