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https://ptsldigital.ukm.my/jspui/handle/123456789/784110| Title: | The valuation of risky debt with event-risk provisions |
| Authors: | James L. Bicksler Andrew H. Chen |
| Conference Name: | Pacific-Basin Finance Conference |
| Keywords: | Debt |
| Conference Date: | 1990-06-04 |
| Conference Location: | Bangkok, Thailand |
| Abstract: | This paper examines the pricing of corporate risky debt with event-risk provisions based upon the assumption that the value of the firm follows a mixture of both jump and diffusion processes. Economic implications for the inclusion of poison puts in the debt contracts for financial policy and corporate control are also discussed. |
| Pages: | 88 |
| Call Number: | HC681.P338 1990 katsem |
| URI: | https://ptsldigital.ukm.my/jspui/handle/123456789/784110 |
| Appears in Collections: | Seminar Papers/ Proceedings / Kertas Kerja Seminar/ Prosiding |
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