Contingent claims analysis in corporate finance
M. Crouhy, D. Galai, and Z. Wiener
| Year of publication: |
2023
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|---|---|
| Authors: | Crouhy, Michel ; Galai, Dan ; Wiener, Zvi |
| Published in: |
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference. - New Jersey : World Scientific, ISBN 978-981-12-5586-1. - 2023, p. 495-520
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| Subject: | Contingent claims | Merton model | dividends | debt | credit spread | corporate finance | bankruptcy | equity valuation | covenants | convertible securities | volatility | sovereign debt | Optionspreistheorie | Option pricing theory | Insolvenz | Insolvency | Dividende | Dividend | Kapitalstruktur | Capital structure | Fremdkapital | Debt financing | Wandelanleihe | Convertible bond | CAPM | Unternehmensanleihe | Corporate bond | Unternehmensfinanzierung | Corporate finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811259142_0024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014366691