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

• Main Author: Genser, Michael (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.
• Series: Lecture Notes in Economics and Mathematical Systems, 566
• Subjects: Finance.; Economics, Mathematical.; Econometrics.; Finance, general.; Quantitative Finance.

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.