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Statements

Subject Item
n2:RIV%2F61989100%3A27510%2F02%3A00007448%21RIV%2F2004%2FMSM%2F275104%2FN
rdf:type
skos:Concept n19:Vysledek
dcterms:description
This article presents a framework for risky debt valuation using option pricing metodology known as a Real Option Analysis. The opportunity to liquidate a firm by either equityholders or debtholders can be modeled as a put option and increases the value of the claims. It will be argued, that the claims on the firm´s assets, stocks and bonds, contain a put option that will be exercised by the respective holders whenever the liquidation value exceeds the value of their claim in the surviving firm. The contingent claims model, equityholders` and debtholders` bankruptcy decision is described, at the end of the article some illustrative examples are stated. This article presents a framework for risky debt valuation using option pricing metodology known as a Real Option Analysis. The opportunity to liquidate a firm by either equityholders or debtholders can be modeled as a put option and increases the value of the claims. It will be argued, that the claims on the firm´s assets, stocks and bonds, contain a put option that will be exercised by the respective holders whenever the liquidation value exceeds the value of their claim in the surviving firm. The contingent claims model, equityholders` and debtholders` bankruptcy decision is described, at the end of the article some illustrative examples are stated.
dcterms:title
Application of Real Options for Pricing Risk Debt as a Put Option Application of Real Options for Pricing Risk Debt as a Put Option
skos:prefLabel
Application of Real Options for Pricing Risk Debt as a Put Option Application of Real Options for Pricing Risk Debt as a Put Option
skos:notation
RIV/61989100:27510/02:00007448!RIV/2004/MSM/275104/N
n3:strany
1-6
n3:aktivita
n17:Z
n3:aktivity
Z(MSM 275100015)
n3:dodaniDat
n5:2004
n3:domaciTvurceVysledku
n15:9300295
n3:druhVysledku
n10:D
n3:duvernostUdaju
n20:S
n3:entitaPredkladatele
n8:predkladatel
n3:idSjednocenehoVysledku
638827
n3:idVysledku
RIV/61989100:27510/02:00007448
n3:jazykVysledku
n11:eng
n3:klicovaSlova
put option, debt, equity, Black-Scholes model, bankruptcy,
n3:klicoveSlovo
n6:debt n6:equity n6:bankruptcy n6:put%20option n6:Black-Scholes%20model
n3:kontrolniKodProRIV
[A6F11E531074]
n3:mistoKonaniAkce
Brno
n3:mistoVydani
Brno
n3:nazevZdroje
Nové trendy rozvoje průmyslu
n3:obor
n21:AH
n3:pocetDomacichTvurcuVysledku
1
n3:pocetTvurcuVysledku
1
n3:pocetUcastnikuAkce
0
n3:pocetZahranicnichUcastnikuAkce
0
n3:rokUplatneniVysledku
n5:2002
n3:tvurceVysledku
Čulík, Miroslav
n3:typAkce
n14:EUR
n3:zahajeniAkce
2002-12-04+01:00
n3:zamer
n18:MSM%20275100015
s:numberOfPages
6
n16:hasPublisher
Vysoké učení technické v Brně
n7:isbn
80-214-2354-4
n12:organizacniJednotka
27510