Quantitative analytics in debt valuation and management
Mark W. Guthner
| Year of publication: |
c 2012
|
|---|---|
| Authors: | Guthner, Mark W. |
| Publisher: |
New York, NY : McGraw-Hill |
| Subject: | Finanzanalyse | Financial analysis | Fremdkapital | Debt financing | Kreditwürdigkeit | Credit rating | Portfolio-Management | Portfolio selection |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XVII, 315 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references Traditional techniques in credit analysis -- Loan valuation framework -- Model application & capital framework -- Pricing individual loans -- Market implied probability of default -- Integrating equity prices into debt valuation -- Hedging debt with equity -- Real-time simulation, a case study -- Managing levered debt portfolios -- Conclusion & final thoughts. |
| ISBN: | 0-07-179061-6 ; 978-0-07-179061-1 ; 0-07-179062-4 ; 978-0-07-179062-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009563850