Finance Research Letters - Research Database, The University of York

Finance Research Letters

ISSNs: 1544-6123

Elsevier BV

Scopus rating (2018): CiteScore 1.88 SJR 0.77 SNIP 0.854

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From default probabilities to credit spreads: Credit risk models do explain market prices
Denzler, S. M., Dacorogna, M. M., Müller, U. A. & McNeil, A. J., Jun 2006
Article in Finance Research Letters
Quadratic term structure models in discrete time
Realdon, M., Dec 2006
Article in Finance Research Letters
The Mills Ratio and the behavior of redeemable bond prices in the Gaussian structural model of corporate default
Spencer, P., 2014
Article in Finance Research Letters

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