A Structural Framework for the Pricing of Corporate Securities

A Structural Framework for the Pricing of Corporate Securities Economic and Empirical Issues - Lecture Notes in Economics and Mathematical Systems

2006

Paperback (26 Oct 2005)

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Publisher's Synopsis

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.

Book information

ISBN: 9783540286837
Publisher: Springer Berlin Heidelberg
Imprint: Springer
Pub date:
Edition: 2006
DEWEY: 332.6320151
DEWEY edition: 22
Language: English
Number of pages: 186
Weight: 670g
Height: 229mm
Width: 152mm
Spine width: 11mm