Donald R. van Deventer

Kamakura Corporation

Suite 1400

2222 Kalakaua Avenue

Honolulu, HI 96815

United States

http://www.kamakuraco.com

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The Valuation of Corporate Coupon Bonds

Number of pages: 35 Posted: 27 Nov 2018 Last Revised: 16 Mar 2020
Jens Hilscher, Robert A. Jarrow and Donald R. van Deventer
University of California, Davis, Cornell University - Samuel Curtis Johnson Graduate School of Management and Kamakura Corporation
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Abstract:

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corporate bonds, default probabilities, credit spreads, recovery rates