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.

Gespeichert in:
1. Verfasser:
Duffie, Darrell
Format:
Elektronisch E-Book
Sprache:
Englisch
Veröffentlicht:
Oxford ; New York : Oxford University Press, 2011.
Zusammenfassung:
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.
Umfang:
1 online resource (122 p.)
Anmerkungen:
Description based upon print version of record.
Anmerkungen:
English
Bibliografie:
Includes bibliographical references (p. [101]-105) and index.
ISBN:
0-19-927924-1
0-19-150047-X
0-19-155745-5
1-283-71727-1
Schlagworte:
Corporate debt > United States > Statistical methods.
Debt financing (Corporations) > United States > Statistical methods.
Default (Finance) > United States > Statistical methods.
Risk > Statistical methods.
Bezugswerke:
Links: