An empirical investigation of a structural credit risk model
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...
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| Main Authors: | , , |
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| 其他作者: | |
| 格式: | Theses and Dissertations |
| 出版: |
2008
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| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/5889 |
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