Modeling default probability via structural models of credit risk in context of emerging markets

Maria Kovacova and Boris Kollar

Year of publication:	2018
Authors:	Kovacova, Maria ; Kollar, Boris
Published in:	Financial management from an emerging market perspective. - Rijeka, Croatia : InTech, ISBN 978-953-51-3737-5. - 2018, p. 113-127
Subject:	Kreditrisiko \| Credit risk \| Schwellenländer \| Emerging economies \| Theorie \| Theory \| Insolvenz \| Insolvency

freely available

Full text |

More access options

zbw.eu

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011860601

A service of the