Analyzing contingent claim’s values and optimal capital structures under different bankruptcy covenants

碩士 === 國立交通大學 === 財務金融研究所 === 99 === This thesis improve the equity value,debt value and firm value pricing model by Broadie and Kaya (2007). The model will early liquidate when maturity date or the firm in the healthy state can’t pay coupon. This thesis extend the maturity date and modify the diagn...

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Main Authors:	Chang, Fu-Sheng, 張富昇
Other Authors:	Tian-Shyr Dai
Format:	Others
Language:	zh-TW
Published:	2011
Online Access:	http://ndltd.ncl.edu.tw/handle/53623378174827629183

id	ndltd-TW-099NCTU5304027
record_format	oai_dc
spelling	ndltd-TW-099NCTU53040272015-10-13T20:37:26Z http://ndltd.ncl.edu.tw/handle/53623378174827629183 Analyzing contingent claim’s values and optimal capital structures under different bankruptcy covenants 在不同的破產情況下分析或有求償權的價值及最佳的資產結構 Chang, Fu-Sheng 張富昇碩士國立交通大學財務金融研究所 99 This thesis improve the equity value,debt value and firm value pricing model by Broadie and Kaya (2007). The model will early liquidate when maturity date or the firm in the healthy state can’t pay coupon. This thesis extend the maturity date and modify the diagnostic function to make the pricing model to be more reasonably. This thesis also improve the situation of equity value is negative when Francois and Morellec(2004) and Broadie and Kaya (2007) use the model of Nash bargaining game. Finally, this thesis would compare and analyze our results with the result provided by Broadie and Kaya (2007). Tian-Shyr Dai 戴天時 2011 學位論文 ; thesis 45 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 國立交通大學 === 財務金融研究所 === 99 === This thesis improve the equity value,debt value and firm value pricing model by Broadie and Kaya (2007). The model will early liquidate when maturity date or the firm in the healthy state can’t pay coupon. This thesis extend the maturity date and modify the diagnostic function to make the pricing model to be more reasonably. This thesis also improve the situation of equity value is negative when Francois and Morellec(2004) and Broadie and Kaya (2007) use the model of Nash bargaining game. Finally, this thesis would compare and analyze our results with the result provided by Broadie and Kaya (2007).
author2	Tian-Shyr Dai
author_facet	Tian-Shyr Dai Chang, Fu-Sheng 張富昇
author	Chang, Fu-Sheng 張富昇
spellingShingle	Chang, Fu-Sheng 張富昇 Analyzing contingent claim’s values and optimal capital structures under different bankruptcy covenants
author_sort	Chang, Fu-Sheng
title	Analyzing contingent claim’s values and optimal capital structures under different bankruptcy covenants
title_short	Analyzing contingent claim’s values and optimal capital structures under different bankruptcy covenants
title_full	Analyzing contingent claim’s values and optimal capital structures under different bankruptcy covenants
title_fullStr	Analyzing contingent claim’s values and optimal capital structures under different bankruptcy covenants
title_full_unstemmed	Analyzing contingent claim’s values and optimal capital structures under different bankruptcy covenants
title_sort	analyzing contingent claim’s values and optimal capital structures under different bankruptcy covenants
publishDate	2011
url	http://ndltd.ncl.edu.tw/handle/53623378174827629183
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Analyzing contingent claim’s values and optimal capital structures under different bankruptcy covenants

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