A Structural Framework for the Pricing of Corporate Securities Econo
- PDF / 3,998,553 Bytes
- 199 Pages / 439.37 x 666.142 pts Page_size
- 36 Downloads / 241 Views
566
Michael Genser
A Structural Framework for the Pricing of Corporate Securities Economic and Empirical Issues
Springer
Author Dr. Michael Genser University of St. Gallen Swiss Institute of Banking and Finance Rosenbergstrasse 52 CH-9000 St. Gallen
ISSN 0075-8442 ISBN-10 3-540-28683-7 Springer Berlin Heidelberg New York ISBN-13 978-3-540-28683-7 Springer Berlin Heidelberg New York This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, re-use of illustrations, recitation, broadcasting, reproduction on microfilms or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9,1965, in its current version, and permission for use must always be obtained from Springer-Verlag. Violations are liable for prosecution under the German Copyright Law. Springer is a part of Springer Science+Business Media springeronline.com © Springer-Verlag Berlin Heidelberg 2006 Printed in Germany The use of general descriptive names, registered names, trademarks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. Typesetting: Camera ready by author Cover design: Erich Kirchner, Heidelberg Printed on acid-free paper
42/3130Jo
5 4 3 2 10
To my wife Astrid
Acknowledgements
I would like to thank my supervisor Prof. Dr. Andreas Gr¨ unbichler for accepting me as a doctoral student and for very fruitful discussions about the general outline of the study. His comments on preliminary versions of the working papers, and his urging me to update my schedule permanently, saved me a lot of time by setting the right priorities when working on different problems. Prof. Dr. Joachim Grammig generously accepted the burden of co-supervising my dissertation. I would like to thank Prof. Dr. Manuel Ammann, Prof. Paul S¨ oderlind, PhD, Prof. Dr. Michael Kohlmann, Michael Verhofen, and Ralf Seiz for helpful comments throughout my work on the study. I give special thanks to my colleagues Bernd Brommundt, Dr. Rico von Wyss, and Stephan Kessler who always devoted time to discussing my ideas and clear confusing arguments in my working papers. A major part of the study was finished during my visit at Syddansk Universitetet, Odense, Denmark, and at Norges Handelshøyskole, Bergen, Norway. I would like to thank Prof. Peter-Ove Christensen, PhD, in Odense and Prof. Svein-Arne Persson, PhD, in Bergen for their generous invitation and their hospitality. Chapters 2 and 3 profited very much from frequent discussions with Christian Riis Flor, PhD, who raised interesting issues that stimulated ideas for improvement. The comments of Morten Moosegard Christensen and Prof. Claus Munk, PhD, have been very helpful. In Bergen, Prof. Kristian R. Miltersen, PhD, Aksel Mjøs, Prof. Jonas Andersson, PhD, and Tr
Data Loading...
