An empirical investigation of a structural credit risk model

• المؤلفون الرئيسيون: Koo, Wai Ming., Lee, Teck Kiang., Sim, Carolyn Boon Kheng.
• مؤلفون آخرون: Khoo, Guan Seng
• التنسيق: Theses and Dissertations
• منشور في: 2008
• الموضوعات: DRNTU::Engineering::Mechanical engineering::Mechanics and dynamics
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/5889

Default probabilities are important to the credit markets. Changes in default probabilities of a borrowing firm may predict the occurrence of financial distress or default in the firm. Knowing a firm's default likelihood is important to financial lenders as it allows them to estimate their resu...