DefaultRisk.com the web's biggest credit risk modeling resource.

Home Store Glossary Links Site Guide Search
Allan C. Eberhart

Up

Submit Your Paper

Fitch Ratings Jobs

[ Worldwide]

Post Your Résumé
For Recruiters

Featured Book
Paris-Princeton Lectures on Mathematical Finance 2004
Paris-Princeton Lectures on Mathematical Finance 2004 Finance 2004

by Rene A. Carmona, Ivar Ekeland, Arturo Kohatsu-Higa, Jean-Michel Lasry, Pierre-Louis Lions, Huyen Pham, Erik Taflin, Springer, (
October 1, 2007), Paperback, 248 pages

Fitch Quantitative Financial Research (QFR)
Training Discounted for DefaultRisk.com visitors only:

The Mathematics of Credit Derivatives: The Essential Credit Modelling and Pricing Companion
by Philipp J. Schönbucher,
WBS Training, August 2003, DVD / Interactive CD-ROM
Sponsor:
Shop at Amazon.com and support DefaultRisk.com

In Rememberance: World Trade Center (WTC)

Allan Eberhart

Allan C. Eberhart

9th Most Prolific Credit Author in DefaultRisk.com


Georgetown University -- Finance Group
Georgetown School of Business
Old Horth
Washington, DC 20057
USA

  • University of Southern Carolina, Ph. D. (Finance) (1989)
  • Specializes in corporate finance. Research focuses on the valuation of financial securities, market volatility, corporate finance and bankruptcy. Teaches advanced corporate finance to graduate students and advanced financial management to undergraduates.

 

Contact:  Email address secured by Enkoder.
Phone+1 (202) 687-4584
Fax+1 (202) 687-4031
e-mail

 

Web Pages:  
Official Home PageEberhart, Allan C.Education, areas of expertise, and professional activities.
"Personal" Home PageEberhart, Allan C. 
Worldwide Directory of Finance FacultyAllan Eberhart
Georetown University
Some contact information. Nothing else.

Publications: that are posted on DefaultRisk.com

Credit Pricing

Eberhart, Allan C., "A Comparison of Merton's Option Pricing Model of Corporate Debt Valuation to the Use of Book Values", Journal of Corporate Finance, Vol. 11, No. 1-2, (March 2005), pp. 401-426. [Abstract]

Recovery Rates

Altman, Edward I. and Allan C. Eberhart, "Do Seniority Provisions Protect Bondholders' Investments?", Journal of Portfolio Management, Vol. 20, No. 4, (Summer 1994), pp. 67-75. [Introduction]

Eberhart, Allan C. and Richard J. Sweeney, "A Note on Noise in the Market for Bankrupt Firms' Securities", Journal of Banking & Finance, Vol. 20, No. 2, (March 1996), pp. 401-415. [Abstract]

Eberhart, Allan C. and Richard J. Sweeney, "Does the Bond Market Predict Bankruptcy Settlements?", Journal of Finance, Vol. 47, No. 3, (July 1992), pp. 943-980. [Abstract]

Eberhart, Allan C., William T. Moore, and Rodney L. Roenfeldt, "Security Pricing and Deviations from the Absolute Priority Rule in Bankruptcy Proceedings", Journal of Finance, Vol. 45, No. 5, (December 1990), pp. 1457-1469. [Abstract]

Other Credit Papers

The Equity Performance of Firms Emerging from Bankruptcy
by Allan C. Eberhart of Georgetown University,
Edward I. Altman Stern of New York University, and
Reena Aggarwal of Georgetown University
(99K PDF) -- 23 pages -- November 1998

[Home]  [Credit Researchers]  [Top Ten Most Prolific]

 

Home ] Up ]

Please contact me with problems or suggestions.
Copyright © 2000-2008 DefaultRisk.com
Last modified: May 15, 2008