No-arbitrage pricing under systeme risk : accounting for cross-ownership

Tom Fischer

Year of publication:	2014
Authors:	Fischer, Tom
Published in:	Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 24.2014, 1, p. 97-124
Subject:	absolute priority rule \| capital structure irrelevance \| contingent claims analysis \| counterparty risk \| credit risk \| cross-holdings \| cross-ownership \| derivatives pricing \| financial contagion \| leverage \| Merton model \| multi-asset valuation \| no-arbitrage pricing \| ownership structure \| priority of claims \| reciprocal ownership \| seniority of debt \| structural models \| systemic risk \| Kapitalstruktur \| Capital structure \| Kreditrisiko \| Credit risk \| Eigentümerstruktur \| Ownership structure \| Derivat \| Derivative \| Optionspreistheorie \| Option pricing theory \| Systemrisiko \| Systemic risk \| Fremdkapital \| Debt financing \| Arbitrage Pricing \| Arbitrage pricing \| CAPM \| Insolvenz \| Insolvency \| Ansteckungseffekt \| Contagion effect \| Finanzkrise \| Financial crisis

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Source:	ECONIS - Online Catalogue of the ZBW

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