Showing 1 - 10 of 266
Persistent link: https://www.econbiz.de/10004587205
Persistent link: https://www.econbiz.de/10013360173
Persistent link: https://www.econbiz.de/10000904732
Persistent link: https://www.econbiz.de/10000796249
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/10004244024
Persistent link: https://www.econbiz.de/10013357646
Persistent link: https://www.econbiz.de/10004085902
Persistent link: https://www.econbiz.de/10013268594