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.

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Bibliographic Details
Main Authors:	Leong, Jun Hao, Ng, Zhiguang, Yang, Zhaoqiang
Other Authors:	Lee, Hon Sing
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Corporate finance
Online Access:	http://hdl.handle.net/10356/10043
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-10043
record_format	dspace
spelling	sg-ntu-dr.10356-100432023-05-19T03:30:06Z Credit analysis on the biotech industry using structural models Leong, Jun Hao Ng, Zhiguang Yang, Zhaoqiang Lee, Hon Sing Nanyang Business School DRNTU::Business::Finance::Corporate finance 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. 2008-09-24T07:39:11Z 2008-09-24T07:39:11Z 2006 2006 Final Year Project (FYP) http://hdl.handle.net/10356/10043 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Business::Finance::Corporate finance
spellingShingle	DRNTU::Business::Finance::Corporate finance Leong, Jun Hao Ng, Zhiguang Yang, Zhaoqiang Credit analysis on the biotech industry using structural models
description	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.
author2	Lee, Hon Sing
author_facet	Lee, Hon Sing Leong, Jun Hao Ng, Zhiguang Yang, Zhaoqiang
format	Final Year Project
author	Leong, Jun Hao Ng, Zhiguang Yang, Zhaoqiang
author_sort	Leong, Jun Hao
title	Credit analysis on the biotech industry using structural models
title_short	Credit analysis on the biotech industry using structural models
title_full	Credit analysis on the biotech industry using structural models
title_fullStr	Credit analysis on the biotech industry using structural models
title_full_unstemmed	Credit analysis on the biotech industry using structural models
title_sort	credit analysis on the biotech industry using structural models
publishDate	2008
url	http://hdl.handle.net/10356/10043
_version_	1770564318336647168

Credit analysis on the biotech industry using structural models

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