NO‐ARBITRAGE PRICING UNDER SYSTEMIC RISK: ACCOUNTING FOR CROSS‐OWNERSHIP (Q5411395): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Risk-neutral valuation. Pricing and hedging of financial derivatives. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Who controls Allianz? Measuring the separation of dividend and control rights under cross-ownership among firms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Systemic Risk in Financial Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2743132 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4905685 / rank
 
Normal rank
Property / cites work
 
Property / cites work: VALUING CORPORATE DEBT : THE EFFECT OF CROSS-HOLDINGS OF STOCK AND DEBT / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ein Fixpunktsatz / rank
 
Normal rank

Latest revision as of 11:07, 8 July 2024

scientific article; zbMATH DE number 6287494
Language Label Description Also known as
English
NO‐ARBITRAGE PRICING UNDER SYSTEMIC RISK: ACCOUNTING FOR CROSS‐OWNERSHIP
scientific article; zbMATH DE number 6287494

    Statements

    NO‐ARBITRAGE PRICING UNDER SYSTEMIC RISK: ACCOUNTING FOR CROSS‐OWNERSHIP (English)
    0 references
    0 references
    23 April 2014
    0 references
    absolute priority rule
    0 references
    capital structure irrelevance
    0 references
    contingent claims analysis
    0 references
    counterparty risk
    0 references
    credit risk
    0 references
    cross-holdings
    0 references
    cross-ownership
    0 references
    derivatives pricing
    0 references
    financial contagion
    0 references
    leverage
    0 references
    Merton model
    0 references
    multi-asset valuation
    0 references
    no-arbitrage pricing
    0 references
    ownership structure
    0 references
    priority of claims
    0 references
    reciprocal ownership
    0 references
    seniority of debt
    0 references
    structural models
    0 references
    systemic risk
    0 references

    Identifiers