Sebastian Berlingeri

Instituto Tecnológico de Buenos Aires

Av. Eduardo Madero 399

1106 Buenos Aires

Argentina

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Scholarly Papers (1)

1.

Towards a Realistic Model of Corporate Debt Valuation

Number of pages: 22 Posted: 15 Apr 2005
Hugo Oscar Berlingeri and Sebastian Berlingeri
Pontificia Universidad Católica Argentina and Instituto Tecnológico de Buenos Aires
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Abstract:

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Structural valuation models, contingent claim analysis, debt valuation, barrier options, asset substitution