How Good Is Merton Model at Assessing Credit Risk? Evidence from India

By Alok Mishra

This book models the default probabilities and credit spreads for select Indian firms in the Black-Scholes-Merton framework.In particular,it shows that the objective (or 'real') probability estimates... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3639326342
• ISBN13: 9783639326345
• Release Date: January 2011
• Publisher: VDM Verlag
• Length: 56 Pages
• Weight: 0.21 lbs.
• Dimensions: 0.1" x 6.0" x 9.0"