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 |
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Zdroj: | Journal of Investment Management. 2005 4thQuarter, Vol. 3 Issue 4, p43-67. 25p. 14 Charts, 8 Graphs. |
Databáze: | Business Source Ultimate |
Externí odkaz: |