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Credit risk spreads in local and foreign currencies

Galai, Dan; Wiener, Zvi - 2009

Persistent link: https://www.econbiz.de/10003883138

Credit risk spreads in local and foreign currencies

Galai, Dan; Wiener, Zvi - In: Journal of money, credit and banking : JMCB 44 (2012) 5, pp. 883-901

Persistent link: https://www.econbiz.de/10009576600

Dividend policy relevance in a levered firm : the binomial case

Galai, Dan; Wiener, Zvi - In: Economics letters 172 (2018), pp. 78-80

Persistent link: https://www.econbiz.de/10012021955

World scientific reference on contingent claims analysis in corporate finance

Crouhy, Michel (ed.); Galai, Dan (ed.); Wiener, Zvi (ed.) - 2019

Persistent link: https://www.econbiz.de/10011906159

Foundations of CCA and equity valuation

Crouhy, Michel (ed.); Galai, Dan (ed.); Wiener, Zvi (ed.) - 2019

Persistent link: https://www.econbiz.de/10011993493

Corporate debt valuation with CCA

Crouhy, Michel (ed.); Galai, Dan (ed.); Wiener, Zvi (ed.) - 2019

Persistent link: https://www.econbiz.de/10011993498

Empirical testing and applications of CCA

Crouhy, Michel (ed.); Galai, Dan (ed.); Wiener, Zvi (ed.) - 2019

Persistent link: https://www.econbiz.de/10011993507

Contingent claims approach for banks and sovereign debt

Crouhy, Michel (ed.); Galai, Dan (ed.); Wiener, Zvi (ed.) - 2019

Persistent link: https://www.econbiz.de/10011993509

Contingent claims analysis in corporate finance

Crouhy, Michel; Galai, Dan; Wiener, Zvi - In: Options - 45 years since the publication of the …, (pp. 495-520). 2023

Persistent link: https://www.econbiz.de/10014366691

World scientific reference on contingent claims analysis in corporate finance

Crouhy, Michel (ed.); Galai, Dan (ed.); Wiener, Zvi (ed.) - 2019

"Black and Scholes (1973) and Merton (1973, 1974) (hereafter referred to as BSM) introduced the contingent claim approach (CCA) to the valuation of corporate debt and equity. The BSM modeling framework is also named the "structural" approach to risky debt valuation. The CCA considers all...

Persistent link: https://www.econbiz.de/10012643532