Maximilian Schreiter

Handelshochschule Leipzig (HHL)

Jahnallee 59

Leipzig, 04109

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

230

CITATIONS

0

Scholarly Papers (3)

1.

Modeling Dynamic Redemption and Default Risk for LBO Evaluation: A Boundary Crossing Approach

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 58 Posted: 15 Feb 2015 Last Revised: 15 Jun 2016
Alexander D.F. Lahmann, Maximilian Schreiter and Bernhard Schwetzler
Handelshochschule Leipzig (HHL), Handelshochschule Leipzig (HHL) and HHL Leipzig Graduate School of Management - Department of Finance
Downloads 67 (174,583)

Abstract:

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Default at first passage, Dynamic redemption, Barrier options, Brownian motion, Numerical integration, Leveraged buyouts

2.

Illiquidity and Indebtedness - Optimal Capital Structure Under Realistic Default Triggers in a Double Barrier Option Framework

Number of pages: 31 Posted: 30 Jan 2017
Tim Kutzker, Alexander D.F. Lahmann and Maximilian Schreiter
University of Cologne, Handelshochschule Leipzig (HHL) and Handelshochschule Leipzig (HHL)
Downloads 0 (404,870)

Abstract:

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Dynamic models, Structural estimation, First hitting time, Second hitting time, Default Risk, Optimal Leverage

3.

Another Dark Side of IRR - Excessive Leverage, Increased Default Risk and Wealth Destruction

Number of pages: 20 Posted: 16 Jun 2016
Alexander D.F. Lahmann, Maximilian Schreiter and Bernhard Schwetzler
Handelshochschule Leipzig (HHL), Handelshochschule Leipzig (HHL) and HHL Leipzig Graduate School of Management - Department of Finance
Downloads 0 (324,044)

Abstract:

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NPV, IRR, Default Risk, Optimal Capital Structure