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Leverage, time preference, and the "equity premium puzzle"

Benninga, Simon - In: Journal of monetary economics 25 (1990) 1, pp. 49-58

Persistent link: https://www.econbiz.de/10001086374

Financial modeling

Benninga, Simon - 1998 - 3. print

Persistent link: https://www.econbiz.de/10000985783

Contingent claims analysis in corporate finance

Crouhy, Michel; Galai, Dan; Wiener, Zvi - In: Options - 45 years since the publication of the …, (pp. 495-520). 2023

Persistent link: https://www.econbiz.de/10014366691

Foundations of CCA and equity valuation

Crouhy, Michel (ed.); Galai, Dan (ed.); Wiener, Zvi (ed.) - 2019

Persistent link: https://www.econbiz.de/10011993493

Empirical testing and applications of CCA

Crouhy, Michel (ed.); Galai, Dan (ed.); Wiener, Zvi (ed.) - 2019

Persistent link: https://www.econbiz.de/10011993507

World scientific reference on contingent claims analysis in corporate finance

Crouhy, Michel (ed.); Galai, Dan (ed.); Wiener, Zvi (ed.) - 2019

Persistent link: https://www.econbiz.de/10011906159

World scientific reference on contingent claims analysis in corporate finance

Crouhy, Michel (ed.); Galai, Dan (ed.); Wiener, Zvi (ed.) - 2019

"Black and Scholes (1973) and Merton (1973, 1974) (hereafter referred to as BSM) introduced the contingent claim approach (CCA) to the valuation of corporate debt and equity. The BSM modeling framework is also named the "structural" approach to risky debt valuation. The CCA considers all...

Persistent link: https://www.econbiz.de/10012643532

Financial modeling

Benninga, Simon - 2000 - 2. ed.

Persistent link: https://www.econbiz.de/10001464369

Financial modeling

Benninga, Simon; Czaczkes, Benjamin - 2014 - Fourth edition

Persistent link: https://www.econbiz.de/10011283394

Financial modeling : [uses EXCEL]

Benninga, Simon - 2008 - 3. ed.

Persistent link: https://www.econbiz.de/10003583013