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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Bank loan information and information asymmetry
银行贷款信息 信息 不对称
2023/4/21
In this study, we examine whether these measures reflect information asymmetry in the stock market. Our analysis is based on a novel dataset of stock transactions and bank loans of all publicly listed...
Information Asymmetry in Pricing of Credit Derivatives
asymmetric information enlargement of filtrations default threshold risk neutral probability measures pricing of credit derivatives
2010/4/27
We study the pricing of credit derivatives with asymmetric information. The managers have complete information on the value process of the firm and on the default threshold, while the investors on the...