Corporate Debt Pricing

Name: Corporate Debt Pricing
Brand: VDM Verlag
SKU: 9783639360356
Price: 207.83 PLN
Availability: InStock

An Empirical Analysis of Structural Models

Autor: Joao Teixeira

Język:

Oprawa: Miękka

Wydawca: VDM Verlag

Dostępność: Na zamówienie

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207.83 zł

Over the last years, there has been an important discussion about the ability of investment banks an...

Informacje o książce

Autor

Joao Teixeira

Język

Angielski

Oprawa

Książka - Miękka

Data wydania

2011

strony

EAN

9783639360356

ISBN

3639360354

Enbook ID

06842943

Wydawca

VDM Verlag

Waga

122

Wymiary

152 x 229 x 5

Pełny opis

Over the last years, there has been an important discussion about the ability of investment banks and rating agencies to properly assess the risk of corporate debt. Practitioners and academics have, for more than 30 years, developed models that aim to price this risk. This book gives a deep insight into the predictive power of three of the most important structural models of corporate debt pricing. It provides the theoretical framework of each of these models and evaluates their performance in estimating corporate credit spreads. Questions like the choice of an appropriate model, suitable parameter estimation and calibration techniques are discussed. The book provides a detailed empirical analysis of the importance of firm and bond-specific factors for the performance of the models. This piece of work is a valuable source for financial analysts that are involved in the pricing of credit risk. It can also be an effective instrument for students and academics interested in getting a comprehensive analysis of some of the most important credit risk models.

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Corporate Debt Pricing

An Empirical Analysis of Structural Models

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Pełny opis

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