Measuring corporate default risk /

Measuring corporate default risk /

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Bibliographic Details
Author / Creator:Duffie, Darrell.
Imprint:Oxford : Oxford University Press, 2011.
Description:1 online resource (viii, 109 p.) : ill.
Language:English
Subject:
Corporate debt -- Statistical methods.
Corporate debt -- Mathematical models.
Risk -- Statistical methods.
Risk -- Mathematical models.
Default (Finance) -- Statistical methods.
Default (Finance) -- Mathematical models.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/13962819
Hidden Bibliographic Details
ISBN:9780191728419 (ebook) : No price
0191728411 (ebook) : No price
Notes:Includes bibliographical references and index.
Description based on print version record.
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.
Other form:Print version 9780199279234

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