The contingent claims approach to corporate vulnerability analysis: estimating default risk and economywide risk transfer
Year of publication: |
2005
|
---|---|
Authors: | Gapen, Michael T. ; Gray, Dale ; Lim, Cheng Hoon ; Xiao, Yingbin |
Published in: |
Corporate restructuring : lessons from experience ; [Corporate Restructuring: International Best Practices Conference hosted in Washington, D.C. ... in March 2004]. - Washington, DC : The World Bank, ISBN 0-8213-5928-2. - 2005, p. 261-300
|
Subject: | Optionspreistheorie | Option pricing theory | Kreditrisiko | Credit risk | Kreditmarkt | Credit market |
-
Green, Rikard, (2009)
-
The role of collateral in credit markets
Atta-Mensah, Joseph, (2015)
-
Gapen, Michael T., (2004)
- More ...
-
Measuring and analyzing sovereign risk with contingent claims
Gapen, Michael T., (2005)
-
Gapen, Michael T., (2004)
-
Xiao, Yingbin, (2004)
- More ...