An empirical investigation of a structural credit risk model
Default probabilities are important to the credit markets. Changes in default probabilities of a borrowing firm may predict the occurrence of financial distress or default in the firm. Knowing a firm's default likelihood is important to financial lenders as it allows them to estimate their resu...
| Main Authors: | , , |
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| מחברים אחרים: | |
| פורמט: | Thesis |
| יצא לאור: |
2008
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| נושאים: | |
| גישה מקוונת: | http://hdl.handle.net/10356/5889 |