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
Printing: not available
Clipboard copying: not available
Avainsanat: BUSINESS & ECONOMICS / Management Science BUS042000
- Tekijä(t)
- Genser, Michael
- Julkaisija
- Springer
- Julkaisuvuosi
- 2006
- Kieli
- en
- Painos
- 1
- Kategoria
- Talous
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9783540286851
