contingent claims analysis 读音:美英 contingent claims analysis基本解释 相机权益分析 分词解释 contingent可能的 claims(根据权利而提出的)要求( claim的名词复数 ) analysis分析,分解 contingent claims analysis是什么意思 contingent claims analysis怎么读 contingent claims analysis在线翻译 contingent claims analysis中文...
The Contingent Claims Analysis (CCA) is a general approach to analyze the stakeholders of a corporation who have contingent claims on the future, uncertain cash-flows generated by the operations of the firms. The CCA allows valuing each stakeholder's claim and also to assess the risk incurred ...
网络释义 1. 或有要求权分析 AIMR成... ... ü凸性( Convexity) ü或有要求权分析(Contingent claims analysis) ü期权定价方法论( Option-pricing method… blog.tianya.cn|基于5个网页 2. 未定权益分析 不确定性下的企业资本投资决策-... ... 3.6跳跃过程( jump processes) 4.2未定权益分析(contingent ...
Contingent claims are a tool for valuing securities and for analyzing the effects of risky financial decisions. Contingent claims analysis can be used to value any kind of financial instrument, including such apparently exotic instruments as put and call options and convertible securities. Contingent ...
Alternative approaches to decision tree analysis includea.contingent claims analysis (CCA) for discrete time analysis.b.real options for thecontinuous time case.c.real options for thediscrete time analysis.d.all of the abovee.a and b onlyAnswer: eDifficulty: Moderate 相关知识点: 试题来源: ...
(2002). “Taxation under Uncertainty--Problems of Dynamic Programming and Contingent Claims Analysis in Real Option Theory,” CESifo Working Paper No. 709.Niemann, Rainer/Sureth, Caren (2002), Taxation under uncertainty -problems of dynamic programming and contingent claims analysis in real option ...
sovereign default riskcredit contagionWe study sovereign default risk as measured by credit default swap (CDS) spreads of Eurozone member states between 2008 and 2016. Applying a structural credit rdoi:10.2139/ssrn.2957385Kahlert, DennisWagner, Niklas...
“Retail Lease Hold Interests: A Contingent Claim Analysis.” Journal of the American Real Estate and Urban Economics Association 14, 216–229.Chaing, R., T.-Y. Lai, and D.C. Ling. 1986. Retail leasehold interests: A contingent claims analysis. Real Estate Economics 14: 216–229....
contingent claims analysiscounterparty riskcredit riskcross-holdingscross-ownershipderivatives pricingfinancial contagionleverageWe generalize Merton's asset valuation ... T Fischer - 《Mathematical Finance》 被引量: 35发表: 2013年 Sovereign and Financial-Sector Risk: Measurement and Interactions systemic risk...
Chapter 16: The Valuation of Contingent Claims Objective To explain the theory and application of the Contingent-claim valuation method Chapter 16 Contents Contingent Claims Analysis of Corporate Debt and Equity Convertible Bonds Valuing Pure State-Contingent Securities Objectives To show how the option ...