TY  - BOOK
AU  - Duffie,Darrell
TI  - Measuring corporate default risk
SN  - 9780191728419 (ebook) :
AV  - HG4012 
U1  - 332.74015195 23
PY  - 2011///
CY  - Oxford
PB  - Oxford University Press
KW  - Corporate debt
KW  - Statistical methods
KW  - Mathematical models
KW  - Risk
KW  - Default (Finance)
N1  - Includes bibliographical references and index
N2  - 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
UR  - http://dx.doi.org/10.1093/acprof:oso/9780199279234.001.0001
ER  -