Pricing Corporate Securities as Contingent Claims

Author: Kenneth D. Garbade
List Price: $45.00
Our Price: Click to see the latest and low price
ISBN: 0262072238
Publisher: MIT Press (01 December, 2001)
Sales Rank: 401,989
Average Customer Rating: 4 out of 5

Customer Reviews

Rating: 4 out of 5
Good Treatment of the Topic
Enron, Worldcom, Global Crossing and others have driven home the need to consider corporate securities as contingent claims. The important issues of equity value and credit risk are hot topics in today's markets.

Great job on an excellent general overview of derivatives. I enjoyed the treatment of exotic options in particular. The style is clear and classic.

Similar Products

Financial Econometrics: Problems, Models, and Methods.
Theoretical Foundations of Corporate Finance.
Credit Risk : Pricing, Measurement, and Management
Dynamic Asset Pricing Theory, Third Edition.
Modelling Fixed Income Securities and Interest Rate Options (2nd Edition)

Book Index