Credit Risk, Capital Structure, and the Pricing of Equity Options
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Published By Springer Vienna

9783211005200, 9783709137178

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Extension of the Probabilistic Security Pricing Framework to Derivative Securities

Credit Risk, Capital Structure, and the Pricing of Equity Options ◽

10.1007/978-3-7091-3717-8_6 ◽

2003 ◽

pp. 115-138

Author(s):

Michael Hanke

Keyword(s):

Derivative Securities ◽

Security Pricing ◽

Pricing Framework

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Option Pricing with an Endogenous Stock Price Process

Credit Risk, Capital Structure, and the Pricing of Equity Options ◽

10.1007/978-3-7091-3717-8_2 ◽

2003 ◽

pp. 23-38

Author(s):

Michael Hanke

Keyword(s):

Option Pricing ◽

Stock Price ◽

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A Review of Firm Value Based Security Pricing Models from a Probabilistic Perspective

Credit Risk, Capital Structure, and the Pricing of Equity Options ◽

10.1007/978-3-7091-3717-8_5 ◽

2003 ◽

pp. 91-113

Author(s):

Michael Hanke

Keyword(s):

Pricing Models ◽

Security Pricing

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A Probabilistic, Firm Value Based Security Pricing Framework

Credit Risk, Capital Structure, and the Pricing of Equity Options ◽

10.1007/978-3-7091-3717-8_4 ◽

2003 ◽

pp. 59-89

Author(s):

Michael Hanke

Keyword(s):

Security Pricing ◽

Pricing Framework

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Exotic Options

Credit Risk, Capital Structure, and the Pricing of Equity Options ◽

10.1007/978-3-7091-3717-8_3 ◽

2003 ◽

pp. 39-57

Author(s):

Michael Hanke

Keyword(s):

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Conclusions and Directions for Further Research

Credit Risk, Capital Structure, and the Pricing of Equity Options ◽

10.1007/978-3-7091-3717-8_11 ◽

2003 ◽

pp. 201-202

Author(s):

Michael Hanke

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Capital Structure Effects in Option Prices — The Static Case

Credit Risk, Capital Structure, and the Pricing of Equity Options ◽

10.1007/978-3-7091-3717-8_9 ◽

2003 ◽

pp. 155-190

Author(s):

Michael Hanke

Keyword(s):

Capital Structure ◽

Static Case ◽

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Option Pricing Extensions for Several Classical Capital Structure Models

Credit Risk, Capital Structure, and the Pricing of Equity Options ◽

10.1007/978-3-7091-3717-8_8 ◽

2003 ◽

pp. 147-154

Author(s):

Michael Hanke

Keyword(s):

Capital Structure ◽

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Review of Firm Value Based Pricing Models for Equity Derivatives from a Probabilistic Perspective

Credit Risk, Capital Structure, and the Pricing of Equity Options ◽

10.1007/978-3-7091-3717-8_7 ◽

2003 ◽

pp. 139-145

Author(s):

Michael Hanke

Keyword(s):

Pricing Models ◽

Equity Derivatives

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Option Pricing Effects of Changes in a Firm’s Capital Structure

Credit Risk, Capital Structure, and the Pricing of Equity Options ◽

10.1007/978-3-7091-3717-8_10 ◽

2003 ◽

pp. 191-199

Author(s):

Michael Hanke

Keyword(s):

Capital Structure ◽

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