Measuring corporate default risk / (Record no. 4882)

MARC details
000 -LEADER
fixed length control field 02045cam a22003254a 4500
001 - CONTROL NUMBER
control field BD-DhSAU 4882
003 - CONTROL NUMBER IDENTIFIER
control field BD-DhSAU
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20150226161842.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 150226s2011 enka ob 001 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780199279234
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 0199279233
040 ## - CATALOGING SOURCE
Original cataloging agency D-DhSAU
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number -
Item number -
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Duffie, Darrell.
245 10 - TITLE STATEMENT
Title Measuring corporate default risk /
Statement of responsibility, etc. Darrell Duffie.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc. Oxford ;
-- New York :
Name of publisher, distributor, etc. Oxford University Press,
Date of publication, distribution, etc. 2011.
500 ## - GENERAL NOTE
General note Oxford scholarship online Economics and Finance
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references (p. [101]-105) and index.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Objectives and scope -- Survival modeling -- How to estimate default intensity processes -- The default intensities of public corporations -- Default correlation -- Frailty-induced correlation -- Empirical evidence of frailty -- Time-series parameter estimates -- Residual Gaussian copula correlation -- Additional tests for mis-specified intensities -- Applying the Gibbs sampler with frailty -- Testing for frailty -- Unobserved heterogeneity -- Non-linearity check -- Bayesian frailty dynamics -- Risk-neutral default probabilities.
590 ## - Name of Cataloguer
Name of Cataloger roy
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Corporate debt
Geographic subdivision United States
General subdivision Statistical methods.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Debt financing (Corporations)
Geographic subdivision United States
General subdivision Statistical methods.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Default (Finance)
Geographic subdivision United States
General subdivision Statistical methods.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Risk
General subdivision Statistical methods.
856 42 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://www.loc.gov/catdir/enhancements/fy1402/2011929393-b.html">http://www.loc.gov/catdir/enhancements/fy1402/2011929393-b.html</a>
856 42 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://www.loc.gov/catdir/enhancements/fy1402/2011929393-d.html">http://www.loc.gov/catdir/enhancements/fy1402/2011929393-d.html</a>
856 41 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://www.loc.gov/catdir/enhancements/fy1402/2011929393-t.html">http://www.loc.gov/catdir/enhancements/fy1402/2011929393-t.html</a>
856 41 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://www.oxfordscholarship.com/view/10.1093/acprof:oso/9780199279234.001.0001/acprof-9780199279234?rskey=WmmASa&result=90">http://www.oxfordscholarship.com/view/10.1093/acprof:oso/9780199279234.001.0001/acprof-9780199279234?rskey=WmmASa&result=90</a>
856 41 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href=" http://doi.org/10.1093/acprof:oso/9780199279234.001.0001"> http://doi.org/10.1093/acprof:oso/9780199279234.001.0001</a>
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Online book

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