Measuring corporate default risk [electronic resource]

• 作者： Duffie, Darrell.
• 出版： Oxford : Oxford University Press
• 主題： Corporate debt--Statistical methods. , Corporate debt--Mathematical models. , Risk--Statistical methods. , Risk--Mathematical models. , Default (Finance)--Statistical methods. , Default (Finance)--Mathematical models.
• ISBN： 9780191728419 (ebook): No price 、 0191728411 (ebook): No price
• FIND@SFXID: CGU
• 資料類型: 電子書
• 內容註: Includes bibliographical references and index.
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• 摘要註: 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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