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A Structural Framework for the Pricing of Corporate Securities

A Structural Framework for the Pricing of Corporate Securities PDF Author: Michael Genser
Publisher: Springer Science & Business Media
ISBN: 3540286853
Category : Business & Economics
Languages : en
Pages : 199

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Book Description
A treatment of structural credit risk models for simultaneous and consistent pricing of corporate securities. This book takes us from the economic principles of firm value models to the empirical implementation, through the development of an economic framework. It provides exposition of corporate securities pricing for academics and practitioners.