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  1. CROUHY MICHEL, Michel Crouhy, Dan Galai, Zvi Wiener - WORLD SCIENTIFIC REFERENCE ON CONTINGENT CLAIMS ANALYSIS IN CORPORATE FINANCE (IN 4 VOLUMES), Inbunden. Tillgänglighet: Lägg i varukorg

    WORLD SCIENTIFIC REFERENCE ON CONTINGENT CLAIMS ANALYSIS IN CORPORATE FINANCE (IN 4 VOLUMES)

    Av CROUHY MICHEL, Michel Crouhy m. fl.

    Inbunden, 2019

    22044 kr

    Lägg i varukorg

    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 …