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The Role of Contingent Claims Analysis in Corporate Finance

The Role of Contingent Claims Analysis in Corporate Finance
Author :
Publisher :
Total Pages : 80
Release :
ISBN-10 : IND:39000008190527
ISBN-13 :
Rating : 4/5 (27 Downloads)
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Book Synopsis The Role of Contingent Claims Analysis in Corporate Finance by : Scott P. Mason

Download or read book The Role of Contingent Claims Analysis in Corporate Finance written by Scott P. Mason and published by . This book was released on 1984 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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Black and Scholes (1973) and Merton (1973, 1974) (hereafter referred to as BSM) introduced the contingent claim approach (CCA) to the valuation of corporate deb
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