Credit analysis on the biotech industry using structural models
This paper looks at the relative rankings of biotech firms using expected default probabilities (EDPs) of structural credit risk models and analyzes the sensitivities of default probabilities to model inputs.
Saved in:
| Main Authors: | , , |
|---|---|
| Other Authors: | |
| Format: | Final Year Project |
| Published: |
2008
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/10043 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Nanyang Technological University |
| Summary: | This paper looks at the relative rankings of biotech firms using expected default probabilities (EDPs) of structural credit risk models and analyzes the sensitivities of default probabilities to model inputs. |
|---|