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https://ptsldigital.ukm.my/jspui/handle/123456789/784110Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | James L. Bicksler | - |
| dc.contributor.author | Andrew H. Chen | - |
| dc.date.accessioned | 2026-07-15T06:55:18Z | - |
| dc.date.available | 2026-07-15T06:55:18Z | - |
| dc.identifier.uri | https://ptsldigital.ukm.my/jspui/handle/123456789/784110 | - |
| dc.description.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. | en_US |
| dc.language.iso | en | en_US |
| dc.subject | Debt | en_US |
| dc.title | The valuation of risky debt with event-risk provisions | en_US |
| dc.type | Seminar Papers | en_US |
| dc.format.pages | 88 | en_US |
| dc.identifier.callno | HC681.P338 1990 katsem | en_US |
| dc.contributor.conferencename | Pacific-Basin Finance Conference | - |
| dc.coverage.conferencelocation | Bangkok, Thailand | - |
| dc.date.conferencedate | 1990-06-04 | - |
| Appears in Collections: | Seminar Papers/ Proceedings / Kertas Kerja Seminar/ Prosiding | |
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