Market-Based Estimation of Default Probabilities and Its Application to Financial Market Surveillance.
| Year of publication: |
2006
|
|---|---|
| Authors: | Chan-Lau, Jorge A. |
| Publisher: |
Washington : International Monetary Fund |
| Subject: | Finanzmarkt | Financial market | Kreditrisiko | Credit risk | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
| Extent: | 1 online resource (19 pages) |
|---|---|
| Series: | IMF working paper ; WP/06/104 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Description based on publisher supplied metadata and other sources. ""Contents""; ""I. MARKET-BASED DEFAULT PROBABILITIES AND FINANCIAL SURVEILLANCE""; ""II. CREDIT DEFAULT SWAPS""; ""III. BONDS""; ""IV. EQUITY PRICES""; ""V. FROM RISK-NEUTRAL PROBABILITIES TO REAL-WORLD PROBABILITIES""; ""VI. CONCLUSIONS""; ""REFERENCES"" |
| ISBN: | 978-1-4519-0898-5 ; 978-1-4518-6364-2 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012691108