Inefficient markets and credit risk modeling: Why Merton's model failed
Debasish Majumder
| Year of publication: |
2006
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|---|---|
| Authors: | Majumder, Debasish |
| Published in: |
Journal of policy modeling : JPMOD ; a social science forum of world issues. - Amsterdam [u.a.] : Elsevier, ISSN 0161-8938, ZDB-ID 435532-5. - Vol. 28.2006, 3, p. 307-318
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| Subject: | Kreditrisiko | Credit risk | Messung | Measurement | Kreditwürdigkeit | Credit rating | Effizienzmarkthypothese | Efficient market hypothesis | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Theorie | Theory | Indien | India | 2004 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003307107