Estimating default probabilities implicit in equity prices
Year of publication: |
2006
|
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Authors: | Janosi, Tibor ; Jarrow, Robert A. ; Yildirim, Yildiray |
Published in: |
The credit market handbook : advanced modeling issues. - Hoboken, NJ : Wiley, ISBN 0-471-77862-1. - 2006, p. 1-38
|
Subject: | Kreditrisiko | Credit risk | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Börsenkurs | Share price |
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