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World Scientific Reference on Contingent Claims Analysis in Corporate Finance:(In 4 Volumes)Volume 1: Foundations of CCA and Equity ValuationVolume 2: Corporate Debt Valuation with CCAVolume 3: Empirical Testing and Applications of CCAVolume 4: Contingent Claims Approach for Banks and Sovereign Debt

Editor

Listed:
  • Michel Crouhy
    (NATIXIS, France)

  • Dan Galai
    (The Hebrew University of Jerusalem, Israel)

  • Zvi Wiener
    (The Hebrew University of Jerusalem, Israel)

Abstract

Black and Scholes (1973) and Merton (1973, 1974) (hereafter referred to as BSM) introduced the contingent claim approach (CCA) to the valuation of corporate debt and equity. The BSM modeling framework is also named the "structural" approach to risky debt valuation.

Suggested Citation

  • Michel Crouhy & Dan Galai & Zvi Wiener (ed.), 2019. "World Scientific Reference on Contingent Claims Analysis in Corporate Finance:(In 4 Volumes)Volume 1: Foundations of CCA and Equity ValuationVolume 2: Corporate Debt Valuation with CCAVolume 3: Empiri," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9857, January.
    • Handle: RePEc:wsi:wsbook:9857
    as

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    More about this item

    Keywords

    Black and Scholes Model; Contingent Claim Approach; Equity Valuation; Corporate Debt Valuation;
    All these keywords.

    JEL classification:

    • G30 - Financial Economics - - Corporate Finance and Governance - - - General

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