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Author Duffie, Darrell
Title Measuring corporate default risk [electronic resource] / Darrell Duffie
Imprint Oxford : Oxford University Press, 2011
book jacket
Descript 1 online resource (viii, 109 p.) : ill
Note 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
Description based on print version record
Oxford
Link Print version 9780199279234
Subject Corporate debt -- Statistical methods
Corporate debt -- Mathematical models
Risk -- Statistical methods
Risk -- Mathematical models
Default (Finance) -- Statistical methods
Default (Finance) -- Mathematical models
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