Showing 1 - 10 of 129
Persistent link: https://www.econbiz.de/10000838418
Persistent link: https://www.econbiz.de/10000766786
Persistent link: https://www.econbiz.de/10001115509
Persistent link: https://www.econbiz.de/10000789023
Persistent link: https://www.econbiz.de/10013277753
Persistent link: https://www.econbiz.de/10004351603
Persistent link: https://www.econbiz.de/10004605336
Persistent link: https://www.econbiz.de/10000730293
Simple formulas for the price of corporate discount and coupon bonds are found using the Longstaff and Schwartz valuation approach for the debt claims of a firm, where default is triggered by a special State variable: the firm's asset-to-debt-ratio. Instead of keeping the total amount of debt...
Persistent link: https://www.econbiz.de/10010404262
Persistent link: https://www.econbiz.de/10001011172