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1	Contribution à l'étude de la structure financière des entreprises et des facteurs déterminants de leur endettement Reuter, Jacqueline January 1970 (has links) Doctorat en sciences sociales, politiques et économiques / info:eu-repo/semantics/nonPublished Sciences sociales Corporate debt -- Belgium Cash flow -- Belgium Entreprises -- Finances -- Belgique Sociétés -- Dettes -- Belgique Flux de trésorerie -- Belgique
2	Valuing credit risky bonds: generalizations of first passage models Loulit, Ahmed 13 September 2006 (has links) This work develops some simple models to study risky corporate debt using first passage-time approach. Analytical valuation expression derived from different models as functions of firm’s values and the short-term interest rate with time-dependent parameters governing the dynamics of the firm values and interest rate. We develop some numerical approximation of the analytical valuation, which is given implicitly through Voltera integral equation related to the density of the first-passage- time that a firm reaches some specified default barrier. For some appropriate default barrier arising from financial considerations we obtain a closed-form solution, which is more flexible for numerical calculation. / Doctorat en sciences de gestion / info:eu-repo/semantics/nonPublished Sciences sociales Economie Bonds Interest rate risk Corporate debt Business mathematics Obligations (Valeurs) Taux d'intérêt -- Gestion du risque Sociétés -- Dettes Mathématiques financières risky corporate debt default barrier First-passage- time

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Contribution à l'étude de la structure financière des entreprises et des facteurs déterminants de leur endettement

Valuing credit risky bonds: generalizations of first passage models