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Structural Framework for the Pricing of Corporate Securities

- Economic and Empirical Issues

af Michael Genser

indgår i Lecture Notes in Economics and Mathematical Systems serien

Structural Framework for the Pricing of Corporate Securities af Michael Genser
Bag om Structural Framework for the Pricing of Corporate Securities

A treatment of structural credit risk models for simultaneous and consistent pricing of corporate securities. This book takes us from the economic principles of firm value models to the empirical implementation, through the development of an economic framework. It provides exposition of corporate securities pricing for academics and practitioners.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783540286837
  • Indbinding:
  • Paperback
  • Sideantal:
  • 188
  • Udgivet:
  • 26. oktober 2005
  • Udgave:
  • 2006
  • Størrelse:
  • 229x152x11 mm.
  • Vægt:
  • 670 g.
  • 8-11 hverdage.
  • 14. december 2024
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Forlænget returret til d. 31. januar 2025

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Beskrivelse af Structural Framework for the Pricing of Corporate Securities

A treatment of structural credit risk models for simultaneous and consistent pricing of corporate securities. This book takes us from the economic principles of firm value models to the empirical implementation, through the development of an economic framework. It provides exposition of corporate securities pricing for academics and practitioners.

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