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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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/53623378174827629183 |