Genser, Michael.

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.

ZDB-2-SBE

9783540286851

10.1007/3-540-28685-3 doi


Economics.
Finance.
Econometrics.
Banks and banking.
Economics/Management Science.
Finance /Banking.
Quantitative Finance.
Econometrics.

Libro electrónico HG4501-6051 HG1501-HG3550

657.8333 658.152