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.

গ্রন্থ-পঞ্জীর বিবরন
প্রধান লেখক: Leong, Jun Hao, Ng, Zhiguang, Yang, Zhaoqiang
অন্যান্য লেখক: Lee, Hon Sing
বিন্যাস: Final Year Project (FYP)
প্রকাশিত: 2008
বিষয়গুলি:
অনলাইন ব্যবহার করুন:http://hdl.handle.net/10356/10043
বিবরন
সংক্ষিপ্ত: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.