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Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk

https://doi.org/10.1142/9789814759618_0010
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Future Possibilities in Finance Theory and Finance Practice
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Credit risk measurement
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International pension swaps
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The Pricing of Options and Corporate Liabilities
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Theory of rational option pricing
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Merton's model, credit risk and volatility skews
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The Contingent Claims Approach to Corporate Vulnerability Analysis: Estimating Default Risk and Economy-Wide Risk Transfer
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Continuous-Time Finance.
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Implementation of Monetary Policy and the Central Bank's Balance Sheet
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A Balance Sheet Approach to Financial Crisis

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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