Maximilian Schreiter

Handelshochschule Leipzig (HHL)

Jahnallee 59

Leipzig, 04109

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

455

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

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 172 (192,655)

Abstract:

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

2.

Same, Same but Different: How Preferential Claims Skew Returns of Venture Capital Investments

Number of pages: 36 Posted: 24 Apr 2019 Last Revised: 19 Feb 2020
Julian Kaboth, Arnd Lodowicks, Maximilian Schreiter and Bernhard Schwetzler
HHL Leipzig Graduate School of Management, affiliation not provided to SSRN, Handelshochschule Leipzig (HHL) and HHL Leipzig Graduate School of Management - Department of Finance
Downloads 131 (240,988)

Abstract:

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venture capital finance, liquidation preferences, preferential claims, option-pricing

3.

The Optimal Capital Structure under Risks of Illiquidity and Over-indebtedness in a Double Barrier Option Framework

Number of pages: 33 Posted: 30 Jan 2017 Last Revised: 09 Jul 2020
Tim Kutzker and Maximilian Schreiter
University of Cologne and Handelshochschule Leipzig (HHL)
Downloads 82 (331,524)

Abstract:

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

4.

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 70 (362,796)

Abstract:

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NPV, IRR, Default Risk, Optimal Capital Structure