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Statements

Subject Item
n2:RIV%2F61989100%3A27510%2F03%3A00009012%21RIV%2F2004%2FMSM%2F275104%2FN
rdf:type
n6:Vysledek skos:Concept
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
Valuation of Risky Firm Debt as a Put Option Using Option Pricing Methodology Valuation of Risky Firm Debt as a Put Option Using Option Pricing Methodology
skos:prefLabel
Valuation of Risky Firm Debt as a Put Option Using Option Pricing Methodology Valuation of Risky Firm Debt as a Put Option Using Option Pricing Methodology
skos:notation
RIV/61989100:27510/03:00009012!RIV/2004/MSM/275104/N
n3:strany
28-34
n3:aktivita
n8:Z
n3:aktivity
Z(MSM 275100015)
n3:cisloPeriodika
9
n3:dodaniDat
n10:2004
n3:domaciTvurceVysledku
n15:9300295
n3:druhVysledku
n16:J
n3:duvernostUdaju
n9:S
n3:entitaPredkladatele
n14:predkladatel
n3:idSjednocenehoVysledku
632689
n3:idVysledku
RIV/61989100:27510/03:00009012
n3:jazykVysledku
n18:eng
n3:klicovaSlova
put option, debt, equity, Black-Scholes model, bankruptcy,
n3:klicoveSlovo
n4:bankruptcy n4:debt n4:Black-Scholes%20model n4:equity n4:put%20option
n3:kodStatuVydavatele
CZ - Česká republika
n3:kontrolniKodProRIV
[402E9A45A62E]
n3:nazevZdroje
ECON 02
n3:obor
n11:AH
n3:pocetDomacichTvurcuVysledku
1
n3:pocetTvurcuVysledku
1
n3:pocetUcastnikuAkce
0
n3:pocetZahranicnichUcastnikuAkce
0
n3:rokUplatneniVysledku
n10:2003
n3:svazekPeriodika
9
n3:tvurceVysledku
Čulík, Miroslav
n3:zamer
n17:MSM%20275100015
s:issn
0862-7908
s:numberOfPages
7
n12:organizacniJednotka
27510