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About debt and the option to extend debt maturity

Realdon, Marco (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001847061

Valuation of put options on leveraged equity

Realdon, Marco (contributor) - 2003 - [Elektronische Ressource

Persistent link: https://www.econbiz.de/10001847079

Convertible subordinated debt valuation and "conversion in distress"

Realdon, Marco (contributor) - 2003 - [Elektronische Ressource

Persistent link: https://www.econbiz.de/10001847083

Corporate bond valuation with both expected and unexpected default

Realdon, Marco (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001876660

Credit default swap rates and stock prices

Realdon, Marco - In: Applied financial economics letters 4 (2008) 4/6, pp. 241-248

Persistent link: https://www.econbiz.de/10003807565

"Extended Black" term structure models

Realdon, Marco - In: International review of financial analysis 18 (2009) 5, pp. 232-238

This paper examines "Extended Black" term structure models (EBTSM), which are multi-factor extensions of the one factor Black (1995) model. EBTSM are not affected by the admissibility restrictions that plague canonical affine models. EBTSM encompass quadratic models, but unlike in quadratic...

Persistent link: https://www.econbiz.de/10003936529