The valuation of a firm's investment opportunities: a reduced form credit risk perspective

DOI10.1007/S11147-007-9012-8zbMath1151.91515OpenAlexW2021509580MaRDI QIDQ941724

A. Purnanandam, Robert A. Jarrow

Publication date: 2 September 2008

Published in: Review of Derivatives Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11147-007-9012-8

zbMATH Keywords

Credit riskPresent valueReduced form models

Mathematics Subject Classification ID

Related Items (4)

The determinant of production entry and exit model on financing behavior ⋮ Enhancing insurer value through reinsurance optimization ⋮ MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL ⋮ An Enterprise Risk Management Model for Supply Chains

Cites Work

• Unnamed Item
• When does strategic debt-service matter?
• Credit risk: Modelling, valuation and hedging

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