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Cover Art
Author Duffie, Darrell.

Title Measuring corporate default risk [electronic resource] / Darrell Duffie.

Published Oxford : Oxford University Press, 2011.


Location Call No. Status
Physical description 1 online resource (viii, 109 p.) : ill.
Bibliography Includes bibliographical references and index.
Summary 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.
Notes Description based on print version record.
Subject Corporate debt -- Statistical methods.
Corporate debt -- Mathematical models.
Risk -- Statistical methods.
Risk -- Mathematical models.
Default (Finance) -- Statistical methods.
Default (Finance) -- Mathematical models.
ISBN 9780191728419 (ebook) : No price