Credit risk in infrastructure PPP projects under the real options approach
Credit risk in infrastructure PPP projects under the real options approach
About this item
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Author / Creator
Publisher
London: Routledge
Journal title
Language
English
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Publisher
London: Routledge
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Scope and Contents
Contents
The purpose of the paper is to provide a method to estimate the credit risk in infrastructure public-private partnership (PPP) projects by using a structural model, the Real Options approach, and the Monte Carlo simulation technique. To do that, previous models are extended under a structural framework for credit risk where the embedded options in...
Alternative Titles
Full title
Credit risk in infrastructure PPP projects under the real options approach
Authors, Artists and Contributors
Author / Creator
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Record Identifier
TN_cdi_crossref_primary_10_1080_01446193_2022_2151023
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1080_01446193_2022_2151023
Other Identifiers
ISSN
0144-6193
E-ISSN
1466-433X
DOI
10.1080/01446193.2022.2151023
