Fundamentals-Based Estimation of Default Probabilities - A Survey
Author/Editor: Jorge A Chan-Lau
Release Date: © June, 2006
ISBN
: 978-1-45186-409-0
Stock #: WPIEA2006149
English
Stock Status: On back-order
Languages and formats available
| English | French | Spanish | Arabic | Russian | Chinese | Portuguese | |
| Paperback | Yes |
Description
This survey reviews a number of different fundamentals-based models for estimating default probabilities for firms and/or industries, and illustrates them with real applications by practitioners and policy making institutions. The models are especially useful when the firms analyzed do not have publicly traded securities or secondary market prices are unreliable because of low liquidity.
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More publications in this series: Working Papers
More publications by: Jorge A Chan-Lau
