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
Oxford University Press
2011, 2011
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| Collection: | Oxford University Press - Collection details see MPG.ReNa |
| 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 |
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| Physical Description: | viii, 109 p. ill |
| ISBN: | 9780191728419 |