In the last few years, a re?ned pricingofcorporatesecurities has come intof...In the last few years, a re?ned pricing of corporate securities has come intofocusofacademicsandpractitioners.Asempiricalresearchshowed, traditionalassetpricingmodelscouldnotpricecorporatesecuritiess- ?ciently well. Time series properties of quoted...mehr
AStructuralFrameworkforthePricingofCorporateSecurities - Buch This boo...A Structural Framework for the Pricing of Corporate Securities - Buch This book is the first comprehensive treatment of structural credit risk models for the simultaneous and consistent pricing of corporate securities. Through the development of a...mehr