An edition of Fundamentals-based estimation of default probabilities
(2006)
Fundamentals-based estimation of default probabilities
a survey
by Jorge A. Chan-Lau
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This survey reviews a number of different fundamentals-based models for estimating default probabilities for firms and/or industries, and illustrates them with real applications by practitioners and policy making institutions. The models are especially useful when the firms analyzed do not have publicly traded securities or secondary market prices are unreliable because of low liquidity.
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Econometric models, Corporations, Evaluation, Default (Finance)| Edition | Availability |
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Fundamentals-based estimation of default probabilities: a survey
2006, International Monetary Fund, Monetary and Financial Systems Dept.
in English
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Book Details
Edition Notes
"June 2006."
Includes bibliographical references (p. 17-18).
Also available on the World Wide Web.
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| August 17, 2022 | Edited by ImportBot | import existing book |
| January 23, 2010 | Edited by WorkBot | add more information to works |
| December 11, 2009 | Created by WorkBot | add works page |