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Measuring corporate default risk

Duffie, Darrell.{me_controlnum}

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Measuring corporate default risk

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Measuring corporate default risk/ Darrell Duffie.
作者:	Duffie, Darrell.{me_controlnum}
出版者:	Oxford :Oxford University Press, : 2011.,
面頁冊數:	1 online resource (viii, 109 p.) :ill.
標題:	Corporate debt - Statistical methods. -
電子資源:	http://dx.doi.org/10.1093/acprof:oso/9780199279234.001.0001
ISBN:	9780191728419 (ebook) :

Measuring corporate default risk
Duffie, Darrell.{me_controlnum}

Measuring corporate default risk[electronic resource] /Darrell Duffie. - Oxford :Oxford University Press,2011. - 1 online resource (viii, 109 p.) :ill.

Includes bibliographical references and index.

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.

ISBN: 9780191728419 (ebook) :No priceSubjects--Topical Terms:

1616022
Corporate debt
--Statistical methods.

LC Class. No.: HG4012

Dewey Class. No.: 332.7'4015195

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520 8 $a 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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650 0 $a Corporate debt $x Mathematical models. $3 1616023
650 0 $a Risk $x Statistical methods. $3 1616024
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