A Structural Framework for the Pricing of Corporate Securities [electronic resource] : Economic and Empirical Issues / by Michael Genser.
Tipo de material: TextoSeries Lecture Notes in Economics and Mathematical Systems ; 566 | Lecture Notes in Economics and Mathematical Systems ; 566Editor: Berlin, Heidelberg : Springer Berlin Heidelberg, 2006Descripción: XX, 188 p. online resourceTipo de contenido:- text
- computer
- online resource
- 9783540286851
- SpringerLink (Online service)
- 657.8333 23
- 658.152 23
- Libro electrónico
- HG4501-6051
- HG1501-HG3550
Contenidos:
Springer eBooks
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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.
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