Genser, Michael
A Structural Framework for the Pricing of Corporate Securities
Table of contents
1. Introduction
2. The Corporate Securities Framework
3. ABM- and GBM-EBIT-Models
4. Numerical Illustration of the ABM- and GBM-Model
5. Empirical Test of the EBIT-Based Credit Risk Model
6. Concluding Remarks
DRM-restrictions
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Keywords: BUSINESS & ECONOMICS / Management Science BUS042000
- Author(s)
- Genser, Michael
- Publisher
- Springer
- Publication year
- 2006
- Language
- en
- Edition
- 1
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9783540286851