Rajiv Guha

Alpamayo Capital Management Limited

1 Coldbath Square

London

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

559

SSRN CITATIONS

1

CROSSREF CITATIONS

5

Scholarly Papers (3)

1.

Structural Recovery of Face Value at Default

Number of pages: 30 Posted: 14 Dec 2005 Last Revised: 08 Feb 2019
Alpamayo Capital Management Limited, Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics and Catholic University of Milan
Downloads 320 (174,146)
Citation 4

Abstract:

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Bond risk management, Duration, Structural endogenous default risk, Recovery forms

2.

Structural Rfv: Fundamental Credit Risk Pricing and Hedging with Recovery of Face Value at Default

Number of pages: 75 Posted: 24 Jul 2003
Rajiv Guha and Alessandro Sbuelz
Alpamayo Capital Management Limited and Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Downloads 239 (234,323)
Citation 2

Abstract:

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3.

Structural Rfv: Recovery Form and Defaultable Debt Analysis

CentER Discussion Paper No. 2003-37
Posted: 08 Jun 2004
Rajiv Guha and Alessandro Sbuelz
Alpamayo Capital Management Limited and Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics

Abstract:

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Recovery, corporate bonds, credit risk, cost of capital