Valuation of Put Options on Leveraged Equity
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More about this item
KeywordsEquity put options; Leveraged equity; Default and reorganisation; Barrier options; down-and-in options;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-11-30 (All new papers)
- NEP-CFN-2003-11-30 (Corporate Finance)
- NEP-RMG-2003-11-30 (Risk Management)
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