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.

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 Electronic books.
Online Access:	Connect to the full text of this electronic book

by Duffie, Darrell
Published 2011

Book