Currency Mismatches and Corporate Default Risk : Modeling, Measurement, and Surveillance Applications

Intro -- Contents -- I. INTRODUCTION -- II. WHY DO CURRENCY MISMATCHES MATTER? -- III. THE STRUCTURAL APPROACH TO DEFAULT RISK -- IV. THE DIFUSSION MODEL -- V. THE JUMP-DIFFUSION MODEL -- VI. THE DOUBLE EXPONENTIAL JUMP-DIFFUSION MODEL -- VII. SURVEILLANCE APPLICATIONS -- VIII. CONCLUSIONS -- REFERENCES.

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Year of publication:	2006
Authors:	Santos, Andre
Other Persons:	Chan-Lau, Jorge A (contributor)
Publisher:	Washington : International Monetary Fund

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Extent:	1 online resource (32 pages)
Series:	IMF Working Papers IMF working paper ; WP/06/269
Type of publication:	Book / Working Paper
Language:	English
Notes:	Description based on publisher supplied metadata and other sources. ""Contents""; ""I. INTRODUCTION""; ""II. WHY DO CURRENCY MISMATCHES MATTER?""; ""III. THE STRUCTURAL APPROACH TO DEFAULT RISK""; ""IV. THE DIFUSSION MODEL""; ""V. THE JUMP-DIFFUSION MODEL""; ""VI. THE DOUBLE EXPONENTIAL JUMP-DIFFUSION MODEL""; ""VII. SURVEILLANCE APPLICATIONS""; ""VIII. CONCLUSIONS""; ""REFERENCES""
ISBN:	978-1-4519-0982-1 ; 978-1-4518-6529-5
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012691013