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Hanke, Michael
Libros de: Hanke, Michael
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Credit Risk, Capital Structure And The Pricing Of Equity Options
Hanke, Michael
Springer Verlag (2003)
- EAN: 9783211005200
- Páginas: 208
- Fecha de edición: 2003
pvp.89,00 €
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This book is on option pricing in firm-value-based ("structural") credit risk models. Using modern techniques (change of numeraire) instead of directly solving partial differential equations (the main approach in the literature), closed-form pricing formulae for ...
