Distance to default and probability of default: an experimental study
نویسندگان
چکیده
منابع مشابه
Conditional Default Probability and Density
This paper is dedicated to our friend Marek, for his birthday. Two of us know Marek since more than 20 years, when we embarked in the adventure of Mathematics for Finance. Our paths diverged, but we always kept strong ties. Thank you, Marek, for all the fruitful discussions we have had. We hope you will find some interest in this paper and the modeling of credit risk we present, and we are look...
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ژورنال
عنوان ژورنال: Journal of Global Entrepreneurship Research
سال: 2019
ISSN: 2228-7566,2251-7316
DOI: 10.1186/s40497-019-0154-6