000			01483nam a22003257a 4500
001			sulb-eb0019561
003			BD-SySUS
005			20160405161608.0
008			110826s2011 enka fo| 001|0|eng d
020			_a9780191728419 (ebook) : _cNo price
040			_aStDuBDS _beng _cStDuBDS _dBD-SySUS _epn
050		4	_aHG4012
082	0	4	_a332.74015195 _223
100	1		_aDuffie, Darrell.
245	1	0	_aMeasuring corporate default risk _h[electronic resource] / _cDarrell Duffie.
260			_aOxford : _bOxford University Press, _c2011.
300			_a1 online resource (viii, 109 p.) : _bill.
520	8		_aThis 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			_aDescription based on print version record.
504			_aIncludes bibliographical references and index.
650		0	_aCorporate debt _xStatistical methods.
650		0	_aCorporate debt _xMathematical models.
650		0	_aRisk _xStatistical methods.
650		0	_aRisk _xMathematical models.
650		0	_aDefault (Finance) _xStatistical methods.
650		0	_aDefault (Finance) _xMathematical models.
776	0	8	_iPrint version _z9780199279234
856	4	0	_3Oxford scholarship online _uhttp://dx.doi.org/10.1093/acprof:oso/9780199279234.001.0001
942			_2Dewey Decimal Classification _ceBooks
999			_c41026 _d41026