Stern School of Business
44 West 4th Street
New York, NY 10012-1126
New York University (NYU) - Department of Finance
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Risky Debt, Rating Transitions, Credit Derivatives, Credit Sensitive Note, HJM Model
Risky Debt, Rating Transitions, Credit Derivatives, Cresdit Senstive Note, HJM Model
Risky debt, Rating Transitions
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File name: DP3329.
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Risky debt, rating transitions, credit derivatives, credit sensitive note, HJM model
CEO pensions, inside debt, deferred compensation
Capital structure, bankruptcy, financial distress, asset specificity, bankruptcy code, bankruptcy costs
File name: SSRN-id743131.
Leverage, bankruptcy costs, asset-specificity, intangibles, financial distress
risk-neutral, PDs, reduced-form models
Risk-neutral, PDs, reduced-form models
rescissions, executive stock options, incentives, valuation, taxes
strategic debt-service, interaction of optionalities, liquidity default, strategic default, cash-management
File name: DP3566.
Strategic debt-service, interaction of optionalities, liquidity default, strategic default, cash-management
Strategic debt-service, optimal cash management, liquidity defaults, strategic defaults, yield spreads
Credit default swaps, CDS credit-event auctions, price discovery, underpricing bias, winner's curse, structural estimation of auctions
financial stability, risk management, managerial incentives, deferred cash compensation
securities, hybrid models, default, credit risk
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