. .
Deutsch
Deutschland
Ähnliche Bücher
Weitere, andere Bücher, die diesem Buch sehr ähnlich sein könnten:
Suchtools
Anmelden

Anmelden mit Facebook:

Registrieren
Passwort vergessen?


Such-Historie
Merkliste
Links zu eurobuch.com

Dieses Buch teilen auf…
..?
Buchtipps
Aktuelles
Tipp von eurobuch.com
FILTER
- 0 Ergebnisse
Kleinster Preis: 68.00 EUR, größter Preis: 77.92 EUR, Mittelwert: 69.98 EUR
Structural Approach of Credit Risk with Jump Diffusion Process - Thanh Binh Dao
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Thanh Binh Dao:

Structural Approach of Credit Risk with Jump Diffusion Process - neues Buch

ISBN: 9783845409061

ID: e829225f8939361238fc552a225ca6ec

Credit Risk Models & Application "Structural Approach of Credit Risk with Jump Diffusion Process" proposes three essays in the modelling of the firm's asset value as a jump diffusion process within the structural approach of credit risk. The first essay deals with the modelling of a perpetual coupon debt structure using two different jump diffusion processes: double exponential and uniform. The second models a debt structure of roll-over perpetual, where the firm's asset value follows a double exponential jump diffusion process. The third develops a model with zero coupon debt structure, and takes into account a stopping time marked by an important negative jump. In our essays, we obtain almost closed form formulae for the debt, equity and firm values, as well as the endogenous default barrier and credit spreads. Levels of credit spreads obtained are closer to the market data and confirm the existence of an optimal capital structure, which takes into account the risk free rate, pay-out ratio, firm risk, tax rate, default costs, and jump intensity & sizes.These essays are designed to provide academic and practitioners with useful and insightful knowledge of credit risk, default event as well as credit spreada. Bücher / Fremdsprachige Bücher / Englische Bücher 978-3-8454-0906-1, LAP Lambert Academic Publishing

Neues Buch Buch.ch
Nr. 29363656 Versandkosten:Bei Bestellungen innerhalb der Schweiz berechnen wir Fr. 3.50 Portokosten, Bestellungen ab EUR Fr. 75.00 sind frei. Die voraussichtliche Versanddauer liegt bei 1 bis 2 Werktagen., Versandfertig innert 3 - 5 Werktagen, zzgl. Versandkosten
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Structural Approach of Credit Risk with Jump Diffusion Process - Thanh Binh Dao
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)

Thanh Binh Dao:

Structural Approach of Credit Risk with Jump Diffusion Process - neues Buch

ISBN: 9783845409061

ID: 137228334

Structural Approach of Credit Risk with Jump Diffusion Process´´ proposes three essays in the modelling of the firm´s asset value as a jump diffusion process within the structural approach of credit risk. The first essay deals with the modelling of a perpetual coupon debt structure using two different jump diffusion processes: double exponential and uniform. The second models a debt structure of roll-over perpetual, where the firm´s asset value follows a double exponential jump diffusion process. The third develops a model with zero coupon debt structure, and takes into account a stopping time marked by an important negative jump. In our essays, we obtain almost closed form formulae for the debt, equity and firm values, as well as the endogenous default barrier and credit spreads. Levels of credit spreads obtained are closer to the market data and confirm the existence of an optimal capital structure, which takes into account the risk free rate, pay-out ratio, firm risk, tax rate, default costs, and jump intensity & sizes.These essays are designed to provide academic and practitioners with useful and insightful knowledge of credit risk, default event as well as credit spreada. Credit Risk Models & Application Buch (fremdspr.) Bücher>Fremdsprachige Bücher>Englische Bücher, LAP Lambert Academic Publishing

Neues Buch Thalia.de
No. 29363656 Versandkosten:, Versandfertig in 2 - 3 Tagen, DE (EUR 0.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Structural Approach of Credit Risk with Jump Diffusion Process - Dao, Thanh Binh
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Dao, Thanh Binh:
Structural Approach of Credit Risk with Jump Diffusion Process - gebrauchtes Buch

ISBN: 9783845409061

ID: t06823n983U16818584T8998

Structural Approach of Credit Risk with Jump Diffusion Process proposes three essays in the modelling of the firm s asset value as a jump diffusion process within the structural approach of credit risk. The first essay deals with the modelling of a perpetual coupon debt structure using two different jump diffusion processes: double exponential and uniform. The second models a debt structure of roll-over perpetual, where the firm s asset value follows a double exponential jump diffusion process. The third develops a model with zero coupon debt structure, and takes into account a stopping time marked by an important negative jump. In our essays, we obtain almost closed form formulae for the debt, equity and firm values, as well as the endogenous default barrier and credit spreads. Levels of credit spreads obtained are closer to the market data and confirm the existence of an optimal capital structure, which takes into account the risk free rate, pay-out ratio, firm risk, tax rate, default costs, and jump intensity & sizes.These essays are designed to provide academic and practitioners with useful and insightful knowledge of credit risk, default event as well as credit spreada., [PU: LAP Lambert Academic Publishing], [CT: Varia]

gebrauchtes bzw. antiquarisches Buch Antiquario.de
bilandia GmbH, D-80337 München
Versandkosten:zzgl. Versandkosten
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Structural Approach of Credit Risk with Jump Diffusion Process - Thanh Binh DAO
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Thanh Binh DAO:
Structural Approach of Credit Risk with Jump Diffusion Process - neues Buch

2011, ISBN: 9783845409061

ID: 20115463

Credit Risk Models & Application, unbekannt, Buch, [PU: LAP Lambert Academic Publishing]

Neues Buch Lehmanns.de
Versandkosten:Versand in 5 - 7 Tagen, versandkostenfrei in der BRD (EUR 0.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Structural Approach of Credit Risk with Jump Diffusion Process - Thanh Binh DAO
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Thanh Binh DAO:
Structural Approach of Credit Risk with Jump Diffusion Process - neues Buch

2011, ISBN: 9783845409061

ID: 20115463

Credit Risk Models & Application, unbekannt, Buch, [PU: LAP Lambert Academic Publishing]

Neues Buch Lehmanns.de
Versandkosten:Versand in 5 - 7 Tagen, versandkostenfrei in der BRD (EUR 0.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.

< zum Suchergebnis...
Details zum Buch
Structural Approach of Credit Risk with Jump Diffusion Process
Autor:

DAO, Thanh Binh

Titel:

Structural Approach of Credit Risk with Jump Diffusion Process

ISBN-Nummer:

9783845409061

Detailangaben zum Buch - Structural Approach of Credit Risk with Jump Diffusion Process


EAN (ISBN-13): 9783845409061
ISBN (ISBN-10): 3845409061
Gebundene Ausgabe
Taschenbuch
Erscheinungsjahr: 2011
Herausgeber: LAP Lambert Academic Publishing

Buch in der Datenbank seit 03.06.2008 07:02:41
Buch zuletzt gefunden am 08.04.2016 02:44:41
ISBN/EAN: 9783845409061

ISBN - alternative Schreibweisen:
3-8454-0906-1, 978-3-8454-0906-1

< zum Suchergebnis...
< zum Archiv...
Benachbarte Bücher