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.
| Main Author: | |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Oxford ; New York :
Oxford University Press,
2011.
|
| Series: | Oxford scholarship online.
Oxford scholarship online. Economics and Finance module. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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. |
|---|---|
| Physical Description: | 1 online resource (viii, 109 pages) : illustrations |
| Bibliography: | Includes bibliographical references (pages 101-105) and index. |
| ISBN: | 9781283717274 1283717271 9780191557453 0191557455 9780191728419 0191728411 |