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  • Search: subject:"Structural pricing model"
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Year of publication
Subject
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Structural pricing model 2 "Burn money" 1 Basel Accord 1 Basel III 1 Basler Akkord 1 Cap 1 Capital structure 1 Contingent capital 1 Convertible bond 1 Credit risk 1 Credit spreads 1 Credit value adjustment (CVA) 1 Debt financing 1 Derivat 1 Derivative 1 Dynamic capital structure 1 EU countries 1 EU-Staaten 1 Floor 1 Fremdkapital 1 Incomplete market 1 Kapitalstruktur 1 Kreditrisiko 1 Market imperfections 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Reduced-form model 1 Theorie 1 Theory 1 Unvollkommener Markt 1 Vulnerable European options 1 Wandelanleihe 1 Yield curve 1 Zinsstruktur 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Himmelberg, Charles P. 1 Kao, Lie-Jane 1 Tsyplakov, Sergey 1
Published in...
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Review of derivatives research 1 The journal of corporate finance : contracting, governance and organization 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Optimal terms of contingent capital, incentive effects, and capital structure dynamics
Himmelberg, Charles P.; Tsyplakov, Sergey - In: The journal of corporate finance : contracting, … 64 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012295820
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Cover Image
Credit valuation adjustment of cap and floor with counterparty risk : a structural pricing model for vulnerable European options
Kao, Lie-Jane - In: Review of derivatives research 19 (2016) 1, pp. 41-64
Persistent link: https://www.econbiz.de/10011742280
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