Advertisement

Structural Model for Corporate Hybrid Valuation

  • Kamil Liberadzki
  • Marcin Liberadzki

Abstract

The structural approach enables pricing subordinated tranches of debt and therefore will be applied in this chapter. The model presented here was specified by Jaworski, Liberadzki and Liberadzki (2015b).

Keywords

Call Option Implied Volatility Contingent Claim Zero Coupon Bond Subordinate Debt 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Kamil Liberadzki and Marcin Liberadzki 2016

Authors and Affiliations

  • Kamil Liberadzki
    • 1
  • Marcin Liberadzki
    • 1
  1. 1.Warsaw School of EconomicsPoland

Personalised recommendations