LIBROS DEL AUTOR: michael genser

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  • A Structural Framework for the Pricing of Corporate Securities
    Michael Genser
    In the last few years, a re?ned pricing of corporate securities has come intofocusofacademicsandpractitioners.Asempiricalresearchshowed, traditionalassetpricingmodelscouldnotpricecorporatesecuritiess- ?ciently well. Time series properties of quoted securities were di?cult to replicate. In the search for more advanced models that capture the empirical ...
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