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A Structural Framework for the Pricing of Corporate Securities: Economic and Empirical Issues de Michael Genser

A Structural Framework for the Pricing of Corporate Securities: Economic and Empirical Issues: Lecture Notes in Economics and Mathematical Systems, cartea 566

Autor Michael Genser
en Limba Engleză Paperback – 26 oct 2005

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Specificații

ISBN-13: 9783540286837
ISBN-10: 3540286837
Pagini: 210
Ilustrații: XX, 188 p.
Dimensiuni: 152 x 229 x 14 mm
Greutate: 0.32 kg
Ediția:2006
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Lecture Notes in Economics and Mathematical Systems

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

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.