Contingent capital with a capital-ratio trigger
Year of publication: |
2012
|
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Authors: | Glasserman, Paul ; Nouri, Behzad |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 58.2012, 10, p. 1816-1833
|
Subject: | Optionspreistheorie | Option pricing theory | Umschuldung | Debt restructuring | Kapitalstrukturtheorie | Capital structure theory | Unternehmensfinanzierung | Corporate finance | Bankrisiko | Bank risk | USA | United States |
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