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A Structural Framework for the Pricing of Corporate Securities: Economic and Empirical Issues (Lecture Notes in Economics and Mathematical Systems Book 566) 🔍
Michael Genser Springer-Verlag Berlin Heidelberg, Lecture Notes in Economics and Mathematical Systems, Lecture Notes in Economics and Mathematical Systems 566, 1, 2006
English [en] · PDF · 2.3MB · 2006 · 📘 Book (non-fiction) · 🚀/lgli/lgrs/nexusstc/scihub/zlib · Save
description
This book is the first comprehensive treatment of structural credit risk models for the simultaneous and consistent pricing of corporate securities. Through the development of a flexible economic framework based on the firm’s EBIT, the reader is taken from the economic principles of firm value models to the empirical implementation. Analytical solutions are provided if EBIT follows an arithmetic or geometric Brownian motion. In addition, numerical methods are proposed to solve more advanced economic settings or to price derivatives on corporate securities. Numerical examples make the theory easily accessible and show its ability to reproduce empirical observations. An econometric implementation guides towards practical application. Hence, the book provides a state-of-the-art exposition of corporate securities pricing for academics and practitioners alike.
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lgrsnf/D:/!genesis/library.nu/8f/_149524.8f901e412a51e4fbc6e6aa16ecf1a138.pdf
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nexusstc/A Structural Framework for the Pricing of Corporate Securities/8f901e412a51e4fbc6e6aa16ecf1a138.pdf
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scihub/10.1007/3-540-28685-3.pdf
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zlib/Business & Economics/Michael Genser/A Structural Framework for the Pricing of Corporate Securities: Economic and Empirical Issues_957185.pdf
Alternative title
<A> structural framework for the pricing of corporate securities economic and empirical issues
Alternative title
Electricity Pricing in Transition (Topics in Regulatory Economics and Policy, 42)
Alternative publisher
Springer Spektrum. in Springer-Verlag GmbH
Alternative publisher
Steinkopff. in Springer-Verlag GmbH
Alternative edition
Lecture notes in economics and mathematical systems, 566, Berlin ; New York, ©2006
Alternative edition
Lecture notes in economics and mathematical systems, 566, Berlin, Heidelberg, 2006
Alternative edition
Lecture notes in economics and mathematical systems, 566, Berlin, 2005
Alternative edition
Springer Nature, Berlin, 2006
Alternative edition
1 edition, December 20, 2005
Alternative edition
Germany, Germany
Alternative edition
Jan 20, 2006
Alternative edition
2002
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до 2011-01
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lg532729
metadata comments
{"container_title":"Lecture Notes in Economics and Mathematical Systems","edition":"1","isbns":["3540286837","3540286853","9783540286837","9783540286851"],"last_page":188,"publisher":"Springer","series":"Lecture Notes in Economics and Mathematical Systems 566"}
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类型: 图书
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丛书名: Lecture Notes in Economics and Mathematical Systems
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出版日期: 2006
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出版社: springer
Alternative description
A treatment of structural credit risk models for simultaneous and consistent pricing of corporate securities. This book takes us from the economic principles of firm value models to the empirical implementation, through the development of an economic framework. It provides exposition of corporate securities pricing for academics and practitioners.
Alternative description
1. Introduction -- 2. The Corporate Securities Framework -- 3. Abm- And Gbm-ebit-models -- 4. Numerical Illustration Of The Abm- And Gbm-model -- 5. Empirical Test Of The Ebit-based Credit Risk Model -- 6. Concluding Remarks -- A. Notes On The Equity Option Valuation. Michael Genser. Includes Bibliographical References.
Alternative description
Lecture Notes in Economics and Mathematical Systems
Erscheinungsdatum: 26.10.2005
date open sourced
2011-06-04
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