Credit spread (options)

Field
Subfield
Domain
OpenAlex	C165029466

Smeal faculty

• Jingzhi Huang - score 1.5

Papers

• How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012) - cites 1073
• How Much of Corporate-Treasury Yield Spread Is Due to Credit Risk?: A New Calibration Approach (2003) - cites 304