A Structural Framework for the Pricing of Corporate Securities Economic and Empirical Issues
Title:
A Structural Framework for the Pricing of Corporate Securities Economic and Empirical Issues
Author:
Genser, Michael. author.
ISBN:
9783540286851
Personal Author:
Physical Description:
XX, 188 p. online resource.
Series:
Lecture Notes in Economics and Mathematical Systems, 566
Contents:
The Corporate Securities Framework -- ABM- and GBM-EBIT-Models -- Numerical Illustration of the ABM- and GBM-Model -- Empirical Test of the EBIT-Based Credit Risk Model -- Concluding Remarks.
Added Corporate Author:
Electronic Access:
http://dx.doi.org/10.1007/3-540-28685-3