World Scientific Reference on Contingent Claims Analysis in Corporate Finance:(In 4 Volumes)Volume 1: Foundations of CCA and Equity ValuationVolume 2: Corporate Debt Valuation with CCAVolume 3: Empirical Testing and Applications of CCAVolume 4: Contingent Claims Approach for Banks and Sovereign Debt

Edited by Michel Crouhy, Dan Galai and Zvi Wiener

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: Black and Scholes (1973) and Merton (1973, 1974) (hereafter referred to as BSM) introduced the contingent claim approach (CCA) to the valuation of corporate debt and equity. The BSM modeling framework is also named the "structural" approach to risky debt valuation.

Keywords: Black and Scholes Model; Contingent Claim Approach; Equity Valuation; Corporate Debt Valuation (search for similar items in EconPapers)
JEL-codes: G30 (search for similar items in EconPapers)
Date: 2019
ISBN: 9789814730723
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