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008    110826s2011    enka   fo|    001 0 eng d 
020    9780191728419 (ebook) :|cNo price 
020    0191728411 (ebook) :|cNo price 
040    StDuBDS|cStDuBDS 
050  4 HG4012 
082 04 332.7'4015195|223 
100 1  Duffie, Darrell 
245 10 Measuring corporate default risk|h[electronic resource] /
       |cDarrell Duffie 
260    Oxford :|bOxford University Press,|c2011 
300    1 online resource (viii, 109 p.) :|bill 
504    Includes bibliographical references and index 
520 8  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 
588    Description based on print version record 
590    Oxford 
650  0 Corporate debt|xStatistical methods 
650  0 Corporate debt|xMathematical models 
650  0 Risk|xStatistical methods 
650  0 Risk|xMathematical models 
650  0 Default (Finance)|xStatistical methods 
650  0 Default (Finance)|xMathematical models 
776 08 |iPrint version|z9780199279234 
856 40 |3Oxford scholarship online|uhttp://dx.doi.org/10.1093/
       acprof:oso/9780199279234.001.0001|zeBook(Oxford)