The Pricing of Risky Debt When Interest Rates are Stochastic

David C. Shimko; Naohiko Tejima; Donald R. Van Deventer

doi:10.3905/jfi.1993.408084

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The Pricing of Risky Debt When Interest Rates are Stochastic

David C. Shimko, Naohiko Tejima and Donald R. Van Deventer

The Journal of Fixed Income Fall 1993, 3 (2) 58-65; DOI: https://doi.org/10.3905/jfi.1993.408084

David C. Shimko

An assistant profisor at the University of Southem California in Los Angeles.

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Naohiko Tejima

With the Kamakura Corporation in Chigasaki, Japan.

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Donald R. Van Deventer

President of the Kainakura Corporation in Chigasaki.

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The Journal of Fixed Income

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Fall 1993

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The Pricing of Risky Debt When Interest Rates are Stochastic

David C. Shimko, Naohiko Tejima, Donald R. Van Deventer

The Journal of Fixed Income Sep 1993, 3 (2) 58-65; DOI: 10.3905/jfi.1993.408084

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The Pricing of Risky Debt When Interest Rates are Stochastic

David C. Shimko, Naohiko Tejima, Donald R. Van Deventer

The Journal of Fixed Income Sep 1993, 3 (2) 58-65; DOI: 10.3905/jfi.1993.408084

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