Contingent claims analysis in corporate finance

DOI10.1142/9789811259142_0024zbMATH Open1544.91353MaRDI QIDQ6599201FDOQ6599201

Authors: Michel Crouhy, Dan Galai, Zvi Wiener 

Publication date: 6 September 2024

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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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