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
The valuation of firm distressed debt: models and applications
Rasi, Anna
2015/2016
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 optionsFile in questo prodotto:
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Utilizza questo identificativo per citare o creare un link a questo documento:
https://hdl.handle.net/20.500.12608/20927