Contingent claims analysis in corporate finance

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DOI10.1142/9789811259142_0024zbMath1544.91353MaRDI QIDQ6599201

Michel Crouhy, Dan Galai, Zvi Wiener

Publication date: 6 September 2024

zbMATH Keywords

debt contingent claims volatility bankruptcy credit spread dividends equity valuation sovereign debt corporate finance Merton model covenants convertible securities

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

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