pt. 1.A Strategy for Analyzing Your Suppliers --Ch. 1.Why Analyze Your Suppliers? --Ch. 2.Choosing Which Suppliers to Analyze --pt. 2.Components of a Corporate Analysis of Suppliers --Ch. 3.Creating a Corporate Analysis --Ch. 4.Investigating What is Behind Financial Figures --Ch. 5.Analyzing...

This paper proposes a mixed fractional Brownian motion version of a well-known credit risk pricing structural model: the Merton model. Assume that the value of the firm obeys to a geometric mixed fractional Brownian motion, default probability, pricing of bonds, values of stocks and credit...

We evaluate whether management risk, coming from uncertainty about management's value added, affects firms' default risks and debt pricing. We find that, regardless of the reason for the turnover, CDS spreads, loan spreads and bond yield spreads all increase at the time of management turnover,...