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~accessRights:"restricted"
~isPartOf:"Applied quantitative finance"
~subject:"Credit rating"
~subject:"Schätztheorie"
~subject:"Schätzung"
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Applied quantitative finance
The journal of credit risk : published quarterly by Incisive Media
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Estimating distance-to-defauIt with a sector-specific liability adjustment via sequential Monte Carlo
Duan, Jin-Chuan
;
Wang, W.-T.
- In:
Applied quantitative finance
,
(pp. 73-91)
.
2017
Persistent link: https://www.econbiz.de/10011794954
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Using public information to predict corporate default risk
Peng, C.N.
;
Lin, J.L.
- In:
Applied quantitative finance
,
(pp. 129-151)
.
2017
Persistent link: https://www.econbiz.de/10011794957
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