Predicting probability of default of Indian companies : a market based approach
Bhanu Pratap Singh (Institute of Insurance and Risk Management, IIRM, Telangana, India), Alok Kumar Mishra (University of Hyderabad, Hyderabad, India)
| Year of publication: |
2016
|
|---|---|
| Authors: | Singh, Bhanu Pratap ; Mishra, Alok Kumar |
| Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 23.2016, 3, p. 197-204
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| Subject: | Credit Risk | BSM Model | Indian Companies | Probability of Default | Kreditrisiko | Credit risk | Indien | India | Insolvenz | Insolvency | Prognoseverfahren | Forecasting model | Wahrscheinlichkeitsrechnung | Probability theory | Schätzung | Estimation |