000			02045cam a22003254a 4500
001			BD-DhSAU 4882
003			BD-DhSAU
005			20150226161842.0
008			150226s2011 enka ob 001 0 eng d
020			_a9780199279234
020			_a0199279233
040			_aD-DhSAU
082			_a- _b-
100	1		_aDuffie, Darrell.
245	1	0	_aMeasuring corporate default risk / _cDarrell Duffie.
260			_aOxford ; _aNew York : _bOxford University Press, _c2011.
500			_aOxford scholarship online Economics and Finance
504			_aIncludes bibliographical references (p. [101]-105) and index.
505	0		_aObjectives 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			_aroy
650		0	_aCorporate debt _zUnited States _xStatistical methods.
650		0	_aDebt financing (Corporations) _zUnited States _xStatistical methods.
650		0	_aDefault (Finance) _zUnited States _xStatistical methods.
650		0	_aRisk _xStatistical methods.
856	4	2	_uhttp://www.loc.gov/catdir/enhancements/fy1402/2011929393-b.html
856	4	2	_uhttp://www.loc.gov/catdir/enhancements/fy1402/2011929393-d.html
856	4	1	_uhttp://www.loc.gov/catdir/enhancements/fy1402/2011929393-t.html
856	4	1	_uhttp://www.oxfordscholarship.com/view/10.1093/acprof:oso/9780199279234.001.0001/acprof-9780199279234?rskey=WmmASa&result=90
856	4	1	_u http://doi.org/10.1093/acprof:oso/9780199279234.001.0001
942			_2ddc _cOnline book
999			_c4882 _d4882