{"id":71887,"date":"2018-03-09T23:16:38","date_gmt":"2018-03-09T23:16:38","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/determinacion-del-riesgo-de-credito-y-la-estructura-optima-de-capital-mediante-modelos-estructurales\/"},"modified":"2018-03-09T23:16:38","modified_gmt":"2018-03-09T23:16:38","slug":"determinacion-del-riesgo-de-credito-y-la-estructura-optima-de-capital-mediante-modelos-estructurales","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/determinacion-del-riesgo-de-credito-y-la-estructura-optima-de-capital-mediante-modelos-estructurales\/","title":{"rendered":"Determinacion del riesgo de credito y la estructura optima de capital mediante modelos estructurales"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Santiago Forte Arcos <\/strong><\/h2>\n<p>Investigamos c\u00f3mo la refinanciaci\u00f3n de la deuda, una pr\u00e1ctica habitual entre las empresas, afecta tanto a su calificaci\u00f3n crediticia como a las primas de cr\u00e9dito que tienen que soportar en el largo plazo.  presentamos a continuaci\u00f3n un modelo din\u00e1mico para la determinaci\u00f3n de la estructura \u00f3ptima de capital. Demostramos que el modelo es capaz de replicar valores habituales del apalancamiento, la madurez y las primas de cr\u00e9dito, asumiendo valores razonables de los par\u00e1metros.  proponemos finalmente una metodolog\u00eda para comparar la distinta velocidad con la que el mercado de bonos, el mercado de cdss y el mercado de acciones, incorporan nueva informaci\u00f3n sobre el riesgo de cr\u00e9dito de las empresas. la mayor contribuci\u00f3n es la definici\u00f3n de una medida com\u00fan del riesgo de cr\u00e9dito para todos los mercados, el precio del riesgo de cr\u00e9dito, y la determinaci\u00f3n de c\u00f3mo esa medida se puede construir a partir de la informaci\u00f3n disponible en cada mercado, y en particular, en el mercado de acciones.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Determinacion del riesgo de credito y la estructura optima de capital mediante modelos estructurales<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Determinacion del riesgo de credito y la estructura optima de capital mediante modelos estructurales <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Santiago Forte Arcos <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Carlos III de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 15\/12\/2004<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Juan  Ignacio Pe\u00f1a S\u00e1nchez De Rivera<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: alejandro Balbas de la corte <\/li>\n<li>carmen Ansotegui olcoz (vocal)<\/li>\n<li> Seco revilla Luis angel (vocal)<\/li>\n<li>roberto Blanco escolar (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Santiago Forte Arcos Investigamos c\u00f3mo la refinanciaci\u00f3n de la deuda, una pr\u00e1ctica habitual entre las empresas, afecta [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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