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Measuring corporate default risk

Duffie, Darrell.

Measuring corporate default risk

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Measuring corporate default risk/ Darrell Duffie.
Author:	Duffie, Darrell.
Published:	Oxford :Oxford University Press, : 2011.,
Description:	1 online resource (viii, 109 p.) :ill. :
Subject:	Corporate debt - Statistical methods. -
Online resource:	http://dx.doi.org/10.1093/acprof:oso/9780199279234.001.0001
ISBN:	9780191728419 (ebook) :

Measuring corporate default risk
Duffie, Darrell.

Measuring corporate default risk[electronic resource] /Darrell Duffie. - Oxford :Oxford University Press,2011. - 1 online resource (viii, 109 p.) :ill.

Includes bibliographical references and index.

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.

ISBN: 9780191728419 (ebook) :No priceSubjects--Topical Terms:

868666
Corporate debt
--Statistical methods.

LC Class. No.: HG4012

Dewey Class. No.: 332.7'4015195

Measuring corporate default risk
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020 $a 9780191728419 (ebook) : $c No price
020 $a 0191728411 (ebook) : $c No price
035 $a EDZ0000038570
040 $a StDuBDS $c StDuBDS
050 4 $a HG4012
082 0 4 $a 332.7'4015195 $2 23
100 1 $a Duffie, Darrell. $3 719515
245 1 0 $a Measuring corporate default risk $h [electronic resource] / $c Darrell Duffie.
260 $a Oxford : $b Oxford University Press, $c 2011.
300 $a 1 online resource (viii, 109 p.) : $b ill.
504 $a Includes bibliographical references and index.
520 8 $a 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.
588 $a Description based on print version record.
650 0 $a Corporate debt $x Statistical methods. $3 868666
650 0 $a Corporate debt $x Mathematical models. $3 868667
650 0 $a Risk $x Statistical methods. $3 868668
650 0 $a Risk $x Mathematical models. $3 720235
650 0 $a Default (Finance) $x Statistical methods. $3 868669
650 0 $a Default (Finance) $x Mathematical models. $3 868670
776 0 8 $i Print version $z 9780199279234
856 4 0 $3 Oxford scholarship online $u http://dx.doi.org/10.1093/acprof:oso/9780199279234.001.0001

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