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Measuring corporate default risk /

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This examination of the empirical behaviour of corporate default risk provides a unified statistical methodology for default prediction based on stochastic intensity modelling. The findings are particularly relevant in the aftermath of the financial crisis.

Bibliographic Details
Main Author: Duffie, Darrell
Format: eBook
Language:English
Published: Oxford ; New York : Oxford University Press, 2011.
Series:Oxford scholarship online.
Oxford scholarship online. Economics and Finance module.
Subjects:
Corporate debt > United States > Statistical methods.
Debt financing (Corporations) > United States > Statistical methods.
Default (Finance) > United States > Statistical methods.
Risk > Statistical methods.
Sociétés > Dettes > États-Unis > Méthodes statistiques.
Financement par emprunt > États-Unis > Méthodes statistiques.
Défaillance (Finances) > États-Unis > Méthodes statistiques.
Risque > Méthodes statistiques.
BUSINESS & ECONOMICS > Finance.
Risk > Statistical methods
United States
Corporate debt > Statistical methods
Corporate debt > Mathematical models
Risk > Mathematical models
Default (Finance) > Statistical methods
Default (Finance) > Mathematical models
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Call Number: HG4028.D3 D84 2011
 
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HG4028.D3 D84 2011 Available