| Author: |
Bc. Jakub Rojček |
| Year: |
2008 - summer |
| Leaders: |
prof. Ing. Karel Janda M.A., Dr., Ph.D.
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| Consultants: |
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| Work type: |
Bachelors
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| Language: |
English |
| Pages: |
40 |
| Awards and prizes: |
B.A. with distinction from the Dean of the Faculty of Social Sciences for an extraordinarily good bachelors diploma thesis. |
| Link: |
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| Abstract: |
This theoretically oriented bachelor thesis utilizes the means of game theory and option pricing to compute the bankruptcy triggering asset value. It discusses the limitations of the method as well as it provides reader with a real-life case study of the investment bank Bear Stearns and the optimal bankruptcy strategy in this particular case.
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| Downloadable: |
Bachelor Thesis of Jakub Rojček
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