Measuring corporate default risk /
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.
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| Format: | eBook |
| Language: | English |
| Published: |
Oxford ; New York :
Oxford University Press,
2011.
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| Series: | Oxford scholarship online.
Oxford scholarship online. Economics and Finance module. |
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| Online Access: | Connect to the full text of this electronic book |
Internet
Connect to the full text of this electronic bookAvailable Online
| Call Number: |
HG4028.D3 D84 2011 |
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| Call Number | Status | Get It |
| HG4028.D3 D84 2011 | Available | |