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Measuring Corporate Default Risk (Clarendon Lectures in Finance)
Measuring Corporate Default Risk - Clarendon Lectures in Finance
Author: Darrell Duffie
This book, based on the author's Clarendon Lectures in Finance, examines the empirical behavior of corporate default risk. A new and unified statistical methodology for default prediction, based on stochastic intensity modeling, is explained and implemented with data on U.S. public corporations since 1980. Special attention is given to the measu...  more »
ISBN-13: 9780199279234
ISBN-10: 0199279233
Publication Date: 8/15/2011
Pages: 176
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Publisher: Oxford University Press, USA
Book Type: Hardcover
Members Wishing: 0
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