IEEE - Institute of Electrical and Electronics Engineers, Inc. - Testing Modern Option Pricing Theory on the Early-warning of Financial Distress

2010 International Conference on E-Business and E-Government (ICEE)

Author(s): Ma Ruowei
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 May 2010
Conference Location: Guangzhou, China, China
Conference Date: 7 May 2010
Page(s): 4,691 - 4,694
ISBN (CD): 978-0-7695-3997-3
ISBN (Electronic): 978-1-4244-6647-4
DOI: 10.1109/ICEE.2010.1177
Regular:

This paper introduce the modern option pricing theory as the theory frame, and use the classical BSM option pricing model to measure the financial distress degree with listed companies' data of... View More

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