Pricing corporate securities as contingent claims:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
MIT Press
2001
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | xii, 415 p. ill. : 26 cm |
| ISBN: | 0262072238 |
Internformat
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| 245 | 1 | 0 | |a Pricing corporate securities as contingent claims |c Kenneth D. Garbade |
| 264 | 1 | |a Cambridge, Mass. |b MIT Press |c 2001 | |
| 300 | |a xii, 415 p. |b ill. : 26 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
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| 500 | |a Includes bibliographical references and index | ||
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| 650 | 7 | |a Econometrische modellen |2 gtt | |
| 650 | 7 | |a Prijzen (economie) |2 gtt | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Investment analysis |x Mathematical models | |
| 650 | 4 | |a Securities |x Prices |x Mathematical models | |
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Datensatz im Suchindex
| _version_ | 1804129268574191616 |
|---|---|
| adam_text | Contents
About the Book ix
1 Introduction, Overview, and Assumptions 1
1 BASIC CONCEPTS 19
2 The Contingent Value of Debt and Equity 21
3 Senior and Subordinated Debt 63
4 Institutional and Empirical Characteristics of Bankruptcy 79
5 Bankruptcy Costs and Violations of the Absolute Priority Rule 111
II SECURITIES WITH CALL AND CONVERSION
OPTIONS 125
6 Callable Debt 127
7 Early Redemption of Callable Debt 143
8 Convertible Debt 149
9 Conversion Forcing Calls of Convertible Debt 179
10 Warrants 187
ffl PAYMENTS TO CREDITORS AT DIFFERENT TIMES 209
11 Multiple Debt Securities 211
12 Coupon Bearing Debt 233
13 Pay in Kind Bonds 249
IV DIVIDENDS AND OTHER DISCRETIONARY
DISTRIBUTIONS TO SHAREHOLDERS 271
14 Dividend Paying Stock 273
15 Optimal Dividend Policy 283
16 Empirical Characteristics of Corporate Dividend Policy 291
17 Leveraged Recapitalizations 315
18 Spin offs 335
viii Contents
V ASSESSING THE METHODOLOGY 365
19 Empirical Tests of Contingent Value Models 367
20 Managerial Discretion and Implicit Management Options 377
References 389
Index 409
|
| any_adam_object | 1 |
| author | Garbade, Kenneth D. 1946- |
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| callnumber-first | H - Social Science |
| callnumber-label | HG4636 |
| callnumber-raw | HG4636 |
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| dewey-full | 332.63/2 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/2 |
| dewey-search | 332.63/2 |
| dewey-sort | 3332.63 12 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV014409178 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T19:02:26Z |
| institution | BVB |
| isbn | 0262072238 |
| language | English |
| lccn | 2001044153 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009855972 |
| oclc_num | 47297687 |
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| owner_facet | DE-12 DE-11 |
| physical | xii, 415 p. ill. : 26 cm |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | MIT Press |
| record_format | marc |
| spelling | Garbade, Kenneth D. 1946- Verfasser (DE-588)170823393 aut Pricing corporate securities as contingent claims Kenneth D. Garbade Cambridge, Mass. MIT Press 2001 xii, 415 p. ill. : 26 cm txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index Aandelen gtt Econometrische modellen gtt Prijzen (economie) gtt Mathematisches Modell Investment analysis Mathematical models Securities Prices Mathematical models Wertpapier (DE-588)4065674-3 gnd rswk-swf Investitionsanalyse (DE-588)4273190-2 gnd rswk-swf Bewertung (DE-588)4006340-9 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Wertpapier (DE-588)4065674-3 s Bewertung (DE-588)4006340-9 s Investitionsanalyse (DE-588)4273190-2 s Mathematisches Modell (DE-588)4114528-8 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009855972&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Garbade, Kenneth D. 1946- Pricing corporate securities as contingent claims Aandelen gtt Econometrische modellen gtt Prijzen (economie) gtt Mathematisches Modell Investment analysis Mathematical models Securities Prices Mathematical models Wertpapier (DE-588)4065674-3 gnd Investitionsanalyse (DE-588)4273190-2 gnd Bewertung (DE-588)4006340-9 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| subject_GND | (DE-588)4065674-3 (DE-588)4273190-2 (DE-588)4006340-9 (DE-588)4114528-8 |
| title | Pricing corporate securities as contingent claims |
| title_auth | Pricing corporate securities as contingent claims |
| title_exact_search | Pricing corporate securities as contingent claims |
| title_full | Pricing corporate securities as contingent claims Kenneth D. Garbade |
| title_fullStr | Pricing corporate securities as contingent claims Kenneth D. Garbade |
| title_full_unstemmed | Pricing corporate securities as contingent claims Kenneth D. Garbade |
| title_short | Pricing corporate securities as contingent claims |
| title_sort | pricing corporate securities as contingent claims |
| topic | Aandelen gtt Econometrische modellen gtt Prijzen (economie) gtt Mathematisches Modell Investment analysis Mathematical models Securities Prices Mathematical models Wertpapier (DE-588)4065674-3 gnd Investitionsanalyse (DE-588)4273190-2 gnd Bewertung (DE-588)4006340-9 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| topic_facet | Aandelen Econometrische modellen Prijzen (economie) Mathematisches Modell Investment analysis Mathematical models Securities Prices Mathematical models Wertpapier Investitionsanalyse Bewertung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009855972&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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