Dynamic capital structure and the contingent capital option

DOI10.1007/S10436-012-0188-ZzbMATH Open1298.91181OpenAlexW3123137735MaRDI QIDQ470666FDOQ470666

Authors: Luca Del Viva, Emilio Barucci 

Publication date: 12 November 2014

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-012-0188-z

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zbMATH Keywords

leveragebankruptcy costscallable contingent capitalconvertible contingent capitaldynamic capital structure

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• Credit risk: Modelling, valuation and hedging
• Switching to a poor business activity: optimal capital structure, agency costs and covenant rules
• An integrated model for hybrid securities

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• Chinese write-down bonds and bank capital structure
• How do capital structure and economic regime affect fair prices of bank's equity and liabilities?
• Business cycles, financial cycles and capital structure
• Pricing contingent convertibles with idiosyncratic risk
• RETHINKING DYNAMIC CAPITAL STRUCTURE MODELS WITH ROLL‐OVER DEBT
• Real options and contingent convertibles with regime switching
• A simple model of deferred callability in defaultable debt
• Optimal Capital Structure and Risk Management Policies of Banks That Use CoCo Futures to Hedge Financial-Sector Risk
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• Optimization of capital structure in real estate enterprises
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