Modeling multiperiod corporate default probability when hazard ratios decay
Jinggang Huang; Craig Friedman
| Year of publication: |
2009
|
|---|---|
| Authors: | Huang, Jinggang ; Friedman, Craig |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 5.2009/10, 1, p. 3-23
|
| Subject: | Insolvenz | Insolvency | Kreditsicherung | Collateral | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10003853262