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5.0 out of 5 stars
Self-contained, concise, to the point,
By Konstanze (New York City) - See all my reviews
This review is from: Credit Risk, Capital Structure and the Pricing of Equity Options (Paperback)
For a graduate student in finance with an interest in derivatives, this is an excellent introduction to* structural credit risk models (starting from Merton 1974, guiding the reader to very recent models) * change of numeraire techniques * the extension of structural credit models for option valuation. Although - at first sight - it seems to be very technical, this is definitely the most accessible book in this area I have ever seen! |
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Credit Risk, Capital Structure and the Pricing of Equity Options by Michael Hanke (Paperback - May 15, 2003)
Used & New from: $346.21
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