A, B

• agency conflicts, 33, 45, 46, 49, 53, 84
• bankruptcy, 2, 6, 22, 24–27, 30, 32, 33, 45, 46, 51, 53, 55, 59–62, 64, 65, 67–73, 75, 78–80, 83
  1. probability, 85
• Black–Scholes model, 3, 10–14, 18, 19, 26, 30
  1. Black–Scholes–Merton model, 86, 88, 91, 93–95, 99–101

C, D

• call, 3, 7–9, 11–15, 18, 24–26
• CAPM, 4, 6, 11, 12, 15, 16
• Cox–Ross–Rubinstein model, 12
• DCF method, 1–3, 5, 6, 85–89, 91, 93–95, 97–101
• debt, 31–36, 38, 40–43, 45–51, 53–56, 58–63, 65, 69–72, 75–83
  1. financial, 6, 15, 22, 23
  2. net, 85, 86, 88, 91–95, 99–101
  3. ratios, 86, 93, 95, 97, 100–102
• default, 31, 48, 51, 52, 70, 72, 75, 76, 79–82
• differences in significance, 86, 93, 97
• dividends, 31, 33, 35, 46, 50–52, 55, 58, 61, 62, 72, 81

F, G

• financial structure, 85, 86, 97
• growth potential, 85–88, 93–97, 99–101

I, M

• information costs, 33, 46, 53–57
• maturity, 85, 86, 88, 89, 91, 92, 96, 98, 99
• Modigliani–Miller theory, 4, 12, 15, 18

P, S

• premium, 3–7, 9, 11–13, 19, 24–26, 28
• put, 3, 7–10, 15, 23, 25, 26, 28
• systematic risk, 32, 34, 36, 37, 39, 40, 42, 83

V, W

• value
  1. company, 31, 87, 89–94, 96, 99, 101
  2. economic, 31–38, 43, 46, 62, 63, 81
  3. of equity, 31, 32, 34, 49, 55, 56, 59, 67, 70, 72, 75, 76, 78, 79, 82
• volatility, 1, 2, 6, 7, 9–11, 14, 15, 19, 24, 27, 29, 30
  1. assets, 85, 89, 90, 93, 94, 99, 100
• WACC, 3–6