Callable Risky Perpetual Debt: Options, Pricing And Bankruptcy Implications
Year of publication: |
2005-12-23
|
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Authors: | Mjøs, Aksel ; Persson, Svein-Arne |
Institutions: | Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) |
Subject: | Callable perpetual debt | embedded options | barrier options | optimal bankruptcy |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Discussion Papers Number 2005/22 33 pages |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G32 - Financing Policy; Capital and Ownership Structure ; G33 - Bankruptcy; Liquidation |
Source: |
-
A Model of Deferred Callability in Defaultable Debt
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Valuation of Put Options on Leveraged Equity
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Continuous Monitoring: Look before You Leap
Lindset, Snorre, (2008)
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On the Pricing of Performance Sensitive Debt
Mjøs, Aksel, (2011)
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Level dependent annuities: Defaults of multiple degrees
Mjøs, Aksel, (2008)
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A Model of Deferred Callability in Defaultable Debt
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