A Structural Framework for the Pricing of Corporate Securities Economic and Empirical Issues
| Main Author: | |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2006, 2006
|
| Edition: | 1st ed. 2006 |
| Series: | Lecture Notes in Economics and Mathematical Systems
|
| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of 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