๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Modeling and discounting of continuous cash flows under risk

โœ Scribed by Jose M.A. Tanchoco; James R. Buck; Lawrence C. Leung

Book ID
119118872
Publisher
Elsevier Science
Year
1981
Weight
953 KB
Volume
5
Category
Article
ISSN
0167-188X

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Analytical and computer simulation techn
Analytical and computer simulation techniques for a stochastic model arising in discounting continuous uniform cash flows
โœ T. Artikis; A. Voudouri; D. Jerwood ๐Ÿ“‚ Article ๐Ÿ“… 1993 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 721 KB

## Present-value models are currently available for both single cash flows and continuous uniform cash flows under uncertain timing. Recent work by the authors has concentrated mainly on establishing theoretical results concerning the conditions under which unimodality will be introduced into the

A model of credit risk based on cash flo
A model of credit risk based on cash flow
โœ Marek Capinski ๐Ÿ“‚ Article ๐Ÿ“… 2007 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 617 KB

An extension of the structural Merton's model of risk of default is proposed. It is based on an analysis of possible sources of liquidity problems leading to bankruptcy. Pricing of a debt subject to default risk requires finding a value of an American put option, which is performed by a Monte-Carlo