REDUCED FORM VS. STRUCTURAL MODELS OF CREDIT RISK: A CASE STUDY OF THREE MODELS.

Autor: Arora, Navneet1, Bohn, Jeffrey R.1 Jeff.Bohn@mkmv.com, Fanlin Zhu1
Zdroj: Journal of Investment Management. 2005 4thQuarter, Vol. 3 Issue 4, p43-67. 25p. 14 Charts, 8 Graphs.
Databáze: Business Source Ultimate