%0 Journal Article
%T Cross-Market Valuation with Full Information on the Company¡¯s Capital Structure
%A Pascal Heider
%A Peter N. Posch
%J Journal of Mathematical Finance
%P 69-75
%@ 2162-2442
%D 2013
%I Scientific Research Publishing
%R 10.4236/jmf.2013.33A007
%X <p align=\"justify\">
	<span style=\"font-family:Verdana;\">Most models for forecasting a company¡¯s value either use only information from single markets or compress informa</span><span style=\"font-family:Verdana;\">tion from other markets. We propose a model using a company¡¯s full capital structure including the term structure and type of outstanding debt to assess its future value. We discuss the numerical properties of our model and demonstrate its usefulness when estimating the probability of default as a valuation example.</span> 
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%K Credit Risk
%K Asset Pricing
%K CDS
%K Capital Structure
%K Equity Volatility
%U http://www.scirp.org/journal/PaperInformation.aspx?PaperID=38809