A Structural Framework for the Pricing of Corporate Securities Economic and Empirical Issues

Bibliographic Details
Main Author: Genser, Michael
Format: eBook
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2006, 2006
Edition:1st ed. 2006
Series:Lecture Notes in Economics and Mathematical Systems
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