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Rasi, Anna (2015) The valuation of firm distressed debt: models and applications. [Magistrali biennali]

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Abstract

There are severla models in litteratute that can be involved in distressed companies valuation. Among them a combination of discount cash flow and option pricing models is chosen to estimate the value of risky debt. Meaton's model is therefore applied to quantify the difference between risk tree and risky debt by means of put options

Item Type:Magistrali biennali
Corsi di Diploma di Laurea:Scuola di Economia e Scienze Politiche > Economics and Finance
Uncontrolled Keywords:distressed debt
Subjects:Area 13 - Scienze economiche e statistiche > SECS-P/09 Finanza aziendale
Codice ID:51132
Relatore:Buttignon, Fabio
Data della tesi:2015
Biblioteca:Polo di Scienze Sociali > Biblioteca del Dipartimento di Scienze Economiche"Marco Fanno"
Tesi sperimentale (Si) o compilativa (No)?:Yes

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