Using Option Theory and Fundamentals to Assessing Default Risk of Listed Firms
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More about this item
Keywordsoption theory; fundamentals; default risk;
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- M41 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - Accounting
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ACC-2006-11-12 (Accounting & Auditing)
- NEP-ALL-2006-11-12 (All new papers)
- NEP-RMG-2006-11-12 (Risk Management)
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