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Şirket Borçlarını Değerlemede Opsiyon Fiyatlandırma Teorisinin Kullanımı: Yapısal Yaklaşım

Year 2006, Issue: 31, 167 - 174, 01.07.2006

Ahmet Akın

Abstract

Şirketler, borçlandıkları zaman faiz ödemesinde bulunmayı ve borcun anaparasını geri ödemeyi taahhüt ederler. Bununla beraber borçlanan şirketler, verdikleri taahhütleri yerine getiremeyebilirler. Bu nedenle şirket borçları için kredi riski söz konusudur. Kredi riskinin söz konusu olduğu borçları değerlemede kullanılan modelleme yaklaşımlarından birisi yapısal yaklaşımdır. Bu çalışmada yapısal yaklaşım ve belli başlı yapısal modeller incelenecektir.

Keywords

Borç değerleme yapısal modeller kredi riski opsiyon teorisi

Use of Option Theory in Valuation of Corporate Debts: Constructional Approach

Year 2006, Issue: 31, 167 - 174, 01.07.2006

Ahmet Akın

Abstract

Corporations promise to make interest payments and to repay principal when they get into debt. However, debtor corporations may not be able to fullfill their promises . Therefore, corporate debts are subject to credit risk. One of the modelling approach to value corporate debts subject to credit risk is structural approach. In this study, structural approach and the main structural models will be studied.

Keywords

Debt valuation structural models credit risk option theory

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Details

Other ID JA83VY28DH
Journal Section Research Article
Authors

Ahmet Akın This is me

Publication Date July 1, 2006
Submission Date July 1, 2006
Published in Issue Year 2006 Issue: 31

Cite

APA Akın, A. (2006). Use of Option Theory in Valuation of Corporate Debts: Constructional Approach. The Journal of Accounting and Finance(31), 167-174.
AMA Akın A. Use of Option Theory in Valuation of Corporate Debts: Constructional Approach. The Journal of Accounting and Finance. July 2006;(31):167-174.
Chicago Akın, Ahmet. “Use of Option Theory in Valuation of Corporate Debts: Constructional Approach”. The Journal of Accounting and Finance, no. 31 (July 2006): 167-74.
EndNote Akın A (July 1, 2006) Use of Option Theory in Valuation of Corporate Debts: Constructional Approach. The Journal of Accounting and Finance 31 167–174.
IEEE A. Akın, “Use of Option Theory in Valuation of Corporate Debts: Constructional Approach”, The Journal of Accounting and Finance, no. 31, pp. 167–174, July 2006.
ISNAD Akın, Ahmet. “Use of Option Theory in Valuation of Corporate Debts: Constructional Approach”. The Journal of Accounting and Finance 31 (July 2006), 167-174.
JAMA Akın A. Use of Option Theory in Valuation of Corporate Debts: Constructional Approach. The Journal of Accounting and Finance. 2006;:167–174.
MLA Akın, Ahmet. “Use of Option Theory in Valuation of Corporate Debts: Constructional Approach”. The Journal of Accounting and Finance, no. 31, 2006, pp. 167-74.
Vancouver Akın A. Use of Option Theory in Valuation of Corporate Debts: Constructional Approach. The Journal of Accounting and Finance. 2006(31):167-74.