The contingent claims approach to corporate vulnerability analysis: estimating default risk and economywide risk transfer
Michael T. Gapen, Dale F. Gray, Cheng Hoon Lim, and Yingbin Xiao
| Year of publication: |
2005
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|---|---|
| Authors: | Gapen, Michael T. ; Gray, Dale ; Lim, Cheng Hoon ; Xiao, Yingbin |
| Published in: |
Corporate restructuring : lessons from experience ; [Corporate Restructuring: International Best Practices Conference hosted in Washington, D.C. ... in March 2004]. - Washington, DC : The World Bank, ISBN 0-8213-5928-2. - 2005, p. 261-300
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| Subject: | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | Risiko | Risk | Kreditmarkt | Credit market |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002861161