Contingent claims analysis in corporate finance

DOI10.1142/9789811259142_0024MaRDI QIDQ6599201zbMATH OpenFDO

Authors Michel Crouhy, Dan Galai, Zvi Wiener

Publication date 6 September 2024

zbMATH Keywords

contingent claimsvolatilitydividendsequity valuationbankruptcydebtcredit spreadsovereign debtcorporate financeMerton modelcovenantsconvertible securities

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

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