Title A structural framework for the pricing of corporate securities : economic and empirical issues / Michael Genser

Published Berlin ; New York : Springer, ©2006

Click on the following:
Springer eBooks
Springer eBooks
Springer Business and Economics eBooks
Springer Physics and Astronomy eBooks

Copies

Description 1 online resource (xix, 186 pages) : illustrations Series Lecture notes in economics and mathematical systems ; 566 Lecture notes in economics and mathematical systems ; 566. Contents Introduction; 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 Summary 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 Analysis economie economics bedrijfswetenschap management science finance bankwezen banking sector Management studies, Business Administration, Organizational Science (General) Economics (General) Management, bedrijfskunde, organisatiekunde (algemeen) Economie (algemeen) Bibliography Includes bibliographical references Notes Print version record In Springer e-books Subject Securities -- Prices -- Mathematical models BUSINESS & ECONOMICS -- Investments & Securities -- General. Obligaties. Wiskundige modellen. Beleggingen. Valeurs mobilières -- Prix -- Modèles mathématiques. Securities -- Prices -- Mathematical models. Affaires. Science économique. Economie de l'entreprise. Securities -- Prices -- Mathematical models Obligaties. Wiskundige modellen. Beleggingen. Form Electronic book ISBN 9783540286851 3540286853 3540286837 9783540286837 6610617953 9786610617951 1280617950 9781280617959

  Permalink