Credit analysis on the biotech industry using structural models
This paper looks at the relative rankings of biotech firms using expected default probabilities (EDPs) of structural credit risk models and analyzes the sensitivities of default probabilities to model inputs.
| Auteurs principaux: | , , |
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| Autres auteurs: | |
| Format: | Final Year Project (FYP) |
| Publié: |
2008
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| Sujets: | |
| Accès en ligne: | http://hdl.handle.net/10356/10043 |
| Résumé: | This paper looks at the relative rankings of biotech firms using expected default probabilities (EDPs) of structural credit risk models and analyzes the sensitivities of default probabilities to model inputs. |
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