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

ISBN: 3639326342

ISBN13: 9783639326345

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

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.

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Format: Paperback

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