A Structural Framework for the Pricing of Corporate Securities [electronic resource] : Economic and Empirical Issues / by Michael Genser.

By:

Genser, Michael [author.]

Contributor(s):

SpringerLink (Online service)

Series: Lecture Notes in Economics and Mathematical Systems ; 566Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2006Description: XX, 188 p. online resourceContent type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

9783540286851

Subject(s):

Genre/Form:

Electronic books.

Additional physical formats: Printed edition:: No titleDDC classification:

332 23

LOC classification:

HG1-HG9999

Online resources:

Click here to access online

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.

In: Springer eBooks

Item type:

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.