Leverage, options liabilities, and corporate bond pricing

Keyphrases

• Credit Spreads 100%
• Corporate Bond Pricing 100%
• Interest Rates 60%
• Process Rate 60%
• Regime Switching 60%
• Firm Capital Structure 20%
• Debt Value 20%
• Model Setting 20%
• Option Value 20%
• Business Cycles 20%
• Leverage Ratio 20%
• Zero Coupon Bond 20%
• Firm Credit 20%
• Bond Value 20%
• Investment-grade Bonds 20%
• Vulnerable Option 20%
• Junk Bond 20%
• Ultra-short-term 20%

Economics, Econometrics and Finance

• Pricing 100%
• Yield Curve 100%
• Corporate Bond 100%
• Regime Switching 60%
• Interest Rate 60%
• Capital Structure 40%
• Business Cycle 20%
• Option Value 20%
• Zero-Coupon Bond 20%
• Junk Bond 20%