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ECONIS (ZBW)
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Fundamentals-based estimation of default probabilities : a survey
Chan-Lau, Jorge A.
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2006
Persistent link: https://www.econbiz.de/10003354354
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Market-based estimation of default probabilities and its application to financial market surveillance
Chan-Lau, Jorge A.
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2006
Persistent link: https://www.econbiz.de/10003329109
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Fundamentals-Based Estimation of Default Probabilities : A Survey
Chan-Lau, Jorge A
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2006
Intro -- Contents -- I. INTRODUCTION -- II. MACROECONOMIC-BASED MODELS -- III. CREDIT SCORING (OR ACCOUNTING-BASED) MODELS -- IV. RATINGS-BASED MODELS -- V. HYBRID MODELS -- VI. CONCLUSIONS -- REFERENCES.
Persistent link: https://www.econbiz.de/10012691085
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4
Market-Based Estimation of Default Probabilities and Its Application to Financial Market Surveillance.
Chan-Lau, Jorge A
-
2006
Intro -- 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.
Persistent link: https://www.econbiz.de/10012691108
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