A Merton Model Approach to Assessing the Default Risk of UK Public Companies
Year of publication: |
2003-06-04
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Authors: | Tudela, Merxe ; Young, Garry |
Institutions: | Royal Economic Society - RES |
Subject: | Merton models | corporate failure | implied default probabilities |
Series: | |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Royal Economic Society Annual Conference, 2003 Number 207 |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: |
-
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