NO‐ARBITRAGE PRICING UNDER SYSTEMIC RISK: ACCOUNTING FOR CROSS‐OWNERSHIP (Q5411395): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q55954198, #quickstatements; #temporary_batch_1709738850358 |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1488146939 / rank | |||
Normal rank | |||
Revision as of 14:33, 19 March 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
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
