Name: Corporate Debt Pricing (en Inglés)
SKU: 25499117
Price: 50.72 USD
Availability: InStock
Author: JoÃO Teixeira
ISBN: 9783639360356

portada Corporate Debt Pricing (en Inglés)

Formato

Libro Físico

Editorial

Vdm Verlag

Autor

JoÃO Teixeira

Año

2011

Idioma

Inglés

N° páginas

Encuadernación

Tapa Blanda

ISBN

3639360354

ISBN13

9783639360356

Categorías

Economía

Corporate Debt Pricing (en Inglés)

JoÃO Teixeira (Autor) · Vdm Verlag · Tapa Blanda

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Reseña del libro "Corporate Debt Pricing (en Inglés)"

Over the last years, there has been an important discussion about the ability of investment banks and rating agencies to properly assess the risk of corporate debt. Practitioners and academics have, for more than 30 years, developed models that aim to price this risk. This book gives a deep insight into the predictive power of three of the most important structural models of corporate debt pricing. It provides the theoretical framework of each of these models and evaluates their performance in estimating corporate credit spreads. Questions like the choice of an appropriate model, suitable parameter estimation and calibration techniques are discussed. The book provides a detailed empirical analysis of the importance of firm and bond-specific factors for the performance of the models. This piece of work is a valuable source for financial analysts that are involved in the pricing of credit risk. It can also be an effective instrument for students and academics interested in getting a comprehensive analysis of some of the most important credit risk models.