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).
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Copyright information
© 2016 Kamil Liberadzki and Marcin Liberadzki
About this chapter
Cite this chapter
Liberadzki, K., Liberadzki, M. (2016). Structural Model for Corporate Hybrid Valuation. In: Hybrid Securities. Palgrave Macmillan, London. https://doi.org/10.1007/978-1-137-58971-2_17
Download citation
DOI: https://doi.org/10.1007/978-1-137-58971-2_17
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-88780-4
Online ISBN: 978-1-137-58971-2
eBook Packages: Economics and FinanceEconomics and Finance (R0)