Title: The Role of Contingent Claims Analysis in Corporate Finance
Abstract: World Scientific Reference on Contingent Claims Analysis in Corporate Finance, pp. 123-168 (2019) No AccessThe Role of Contingent Claims Analysis in Corporate FinanceScott P. Mason and Robert C. MertonScott P. MasonDepartment of Business Administration, Harvard University, Graduate School of Business, USA and Robert C. MertonDepartment of Management & Finance, Massachusetts Institute of Technology, Sloan School of Management, USAhttps://doi.org/10.1142/9789814759588_0005Cited by:8 PreviousNext AboutSectionsPDF/EPUB ToolsAdd to favoritesDownload CitationsTrack CitationsRecommend to Library ShareShare onFacebookTwitterLinked InRedditEmail Abstract: The following sections are included: Introduction Corporate Liabilities as Options: The Basic Concepts Black and Scholes Option Pricing Model Contingent Claim Analysis and the Pricing of Corporate Liabilities The Role of CCA in Capital Budgeting Decisions Appendix: A CCA Study of a Project Financing References This article was published as a chapter in the book, E. Altman and M. Subrahmanyam (eds.), Recent Advances in Corporate Finance, 1985, Homewood, IL: Richard D. Irwin, pp. 9–54. FiguresReferencesRelatedDetailsCited By 8An Application of Partial Adjustment Equation in Determining Payout Behavior using an Extended Instrumental Variable ApproachManoj Subhash Kamat and Manasvi Manoj Kamat1 Jan 2012 | SSRN Electronic Journal, Vol. 113An Experimental Study on Real Option StrategiesAbraham Bernstein, Marc Chesney and Mei Wang1 Jan 2011 | SSRN Electronic Journal, Vol. 27How Does a Firm's Default Risk Affect its Expected Equity Return?Kevin Aretz1 Jan 2011 | SSRN Electronic Journal, Vol. 23CAPM and Capital Budgeting: Present versus Future, Equilibrium versus Disequilibrium, Decision versus ValuationCarlo Alberto Magni1 Jan 2009 | SSRN Electronic Journal, Vol. 28Private RiskGordon M. Kaufman and Mahdi Mattar1 Jan 2003 | SSRN Electronic Journal, Vol. 3A Real Options Model for Portfolio Selection of Oil and Gas AssetsGabriel A. C. Lima and Saul B. Suslick29 September 2002Improving Investment Decisions Using a Stochastic Integrated Asset ModelS. H. Begg, R. B. Bratvold and J. M. Campbell30 September 2001Cannibalization Risk and Limited Liability: Implications for Firm Valuation and Capital BudgetingDomingo C. Joaquin and Naveen Khanna1 Jan 1996 | SSRN Electronic Journal, Vol. 10 World Scientific Reference on Contingent Claims Analysis in Corporate FinanceMetrics History PDF download
Publication Year: 2019
Publication Date: 2019-03-01
Language: en
Type: book-chapter
Indexed In: ['crossref']
Access and Citation
Cited By Count: 283
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