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 |
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Oxford ; New York :
Oxford University Press,
2011.
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| Series: | Oxford scholarship online.
Oxford scholarship online. Economics and Finance module. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
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