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Measuring corporate default risk[ele...

Duffie, Darrell.

Measuring corporate default risk[electronic resource] /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	332.7'4015195
書名/作者:	Measuring corporate default risk/ Darrell Duffie.
作者:	Duffie, Darrell.
出版者:	Oxford : : Oxford University Press,, 2011.
面頁冊數:	1 online resource (viii, 109 p.) : : ill.
標題:	Corporate debt - Statistical methods.
標題:	Corporate debt - Mathematical models.
標題:	Risk - Statistical methods.
標題:	Risk - Mathematical models.
標題:	Default (Finance) - Statistical methods.
標題:	Default (Finance) - Mathematical models.
ISBN:	9780191728419 (ebook) :
ISBN:	0191728411 (ebook) :
書目註:	Includes bibliographical references and index.
摘要、提要註:	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.
電子資源:	http://dx.doi.org/10.1093/acprof:oso/9780199279234.001.0001

Measuring corporate default risk[electronic resource] /
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:

483271
Corporate debt
--Statistical methods.

LC Class. No.: HG4012

Dewey Class. No.: 332.7'4015195

Measuring corporate default risk[electronic resource] /
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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 483271
650 0 $a Corporate debt $x Mathematical models. $3 483272
650 0 $a Risk $x Statistical methods. $3 483273
650 0 $a Risk $x Mathematical models. $3 483274
650 0 $a Default (Finance) $x Statistical methods. $3 483275
650 0 $a Default (Finance) $x Mathematical models. $3 483276
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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