Measuring corporate default risk [electronic resource] / Darrell Duffie.
Material type:![Text](/opac-tmpl/lib/famfamfam/BK.png)
- 9780191728419 (ebook) :
- 332.74015195 23
- HG4012
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.
Includes bibliographical references and index.
There are no comments on this title.