Reference health
Valuation of Defaultable Claims — A Survey
43/43 checkable references clean · checked 2026-09-03
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
15 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 43 checked references that resolve
resolves10.1016/S0378-4266(99)00059-X
A comparative study of structural models of corporate bond yields: An exploratory investigation
resolves10.1111/j.1540-6261.1976.tb01891.x
VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS
resolves10.1111/1540-6229.00678
Throwing Good Money After Bad? Cash Infusions and Distressed Real Estate
resolves10.1111/0022-1082.00089
The Relation Between Treasury Yields and Corporate Bond Yield Spreads
resolves10.1111/1468-0262.00208
Term Structures of Credit Spreads with Incomplete Accounting Information
resolves10.1111/j.1540-6261.1997.tb01111.x
An Econometric Model of the Term Structure of Interest‐Rate Swap Yields
resolves10.1111/1468-036X.00129
Risk structure of interest rates: an empirical analysis for Deutschemark‐denominated bonds
resolves10.1111/j.1936-4490.2000.tb00217.x
Credit Spreads Between German and Italian Sovereign Bonds: Do One‐Factor Affine Models Work?
resolves10.1111/j.1540-6261.1995.tb05167.x
Pricing Derivatives on Financial Securities Subject to Credit Risk
resolves10.1111/j.1540-6261.1984.tb03649.x
Contingent Claims Analysis of Corporate Capital Structures: an Empirical Investigation
resolves10.2307/3665932
Does Default Risk in Coupons Affect the Valuation of Corporate Bonds?: A Contingent Claims Model
resolves10.1111/j.1540-6261.1994.tb02452.x
Corporate Debt Value, Bond Covenants, and Optimal Capital Structure
resolves10.1111/j.1540-6261.1996.tb02714.x
Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads
resolves10.1111/j.1540-6261.1995.tb04037.x
A Simple Approach to Valuing Risky Fixed and Floating Rate Debt
resolves10.2139/ssrn.39800
A Jump-Diffusion Approach to Modeling Credit Risk and Valuing Defaultable Securities
The 15 references without a DOI — listed, not checked
no DOI — not checkedDas, Sanjiv Ranjan/Tufano, Peter (1996) Pricing credit-sensitive debt when interest rates, credit ratings, and credit spreads are stochastic, in: Journal of Financial Engineering, Vol. 5, pp. 161–198.
no DOI — not checkedFrançois, Pascal/Morellec, Erwan (1999), Chapter 11, optimal capital structure and the decision to default, Working Paper.
no DOI — not checkedIngersoll, Jonathan (1987), Theory of financial decision making.
no DOI — not checkedKealhofer, Stephen (1995), Managing default risk in portfolios of derivatives, in: Derivative credit risk: advances in measurement and management, Risk Publications.
no DOI — not checkedLando, David (1997), Modelling bonds and derivatives with default risk, in: Dempster, Michael A. H./Pliska, Stanley (Eds.), Mathematics of derivatives securities, pp. 369–393.
no DOI — not checkedLando, David (1998), On cox processes and credit risky securities, in: Review of Derivatives Research, Vol. 2, pp. 99–120.
no DOI — not checkedLando, David (1999), Some elements of rating-based credit risk modeling, forthcoming in Advanced tools for the fixed income professional.
no DOI — not checkedLehrbas, Frank (1996), A simple approach to valuing risky bonds, in: Bondletter 6/7, WestLB Research GmbH.
no DOI — not checkedMadan, Dilip/Unal, Haluk (1998), Pricing the risks of default, in: Review of Derivatives Research, Vol. 2, pp. 121–160.
no DOI — not checkedMerton, Robert (1974), On the pricing of corporate debt: the risk structure of interest rates, in: Journal of Finance, Vol. 29, pp. 449–470.
no DOI — not checkedNielsen, Lars/Saá-Requejo, Jesús/Santa-Clara, Pedro (1993), Default risk and interest rate risk: the term structure of default spreads, Working Paper, INSEAD.
no DOI — not checkedRobichek Alexander/Myers Stewart (1965), Optimal financing decisions.
no DOI — not checkedSchönbucher, Philipp (1996), Valuation of securities subject to credit risk, Working Paper, Universität Bonn.
no DOI — not checkedSchönbucher, Philipp (1998), The term structure of defaultable bond prices, in: Review of Derivatives Research, Vol. 2, pp. 161–192.
no DOI — not checkedUhrig-Homburg, Marliese (1998), Cash-flow shortage as an endogenous bankruptcy reason, Working Paper, Universität Mannheim.
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