A Structural Framework for the Pricing of Corporate Securities Economic and Empirical Issues / [electronic resource] :
by Michael Genser.
- XX, 188 p. online resource.
- Lecture Notes in Economics and Mathematical Systems, 566 0075-8442 ; .
- Lecture Notes in Economics and Mathematical Systems, 566 .
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.