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Genser, Michael

A Structural Framework for the Pricing of Corporate Securities

Genser, Michael - A Structural Framework for the Pricing of Corporate Securities, e-bok

62,65€

E-bok, PDF, Adobe DRM-skydd
ISBN: 9783540286851
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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

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Nyckelord: BUSINESS & ECONOMICS / Management Science BUS042000

Författare
Utgivare
Springer
Utgivningsår
2006
Språk
en
Utgåva
1
Kategori
Ekonomisk
Format
E-bok
eISBN (PDF)
9783540286851

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