Case study on reduced from credit risk models (Record no. 11246)
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000 -LEADER | |
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fixed length control field | 00913npc a2200181Ia 4500 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 140613s2012 xx 000 0 und d |
060 ## - NATIONAL LIBRARY OF MEDICINE CALL NUMBER | |
Classification number | 658.16 |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | HSIEH, YA-TING |
245 ## - TITLE STATEMENT | |
Title | Case study on reduced from credit risk models |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Date of publication, distribution, etc. | 2012 |
300 ## - PHYSICAL DESCRIPTION | |
Extent | 23-39 |
520 ## - SUMMARY, ETC. | |
Summary, etc. | This is a case study on the credit risk models, introduces by Cetin et al. (2004) and Guo et al (2009). Empirial analysis are focused on the pricing of zero- coupon bonds issued by two US industrial companies, the Coca Cola company and Pepsi Co Inc. Appling mrket observed information, simulations of some related variables are performed, and then the future zero-coupon bond prices for each discussed model are genrated. |
653 ## - INDEX TERM--UNCONTROLLED | |
Uncontrolled term | CREDIT RISK MODELS |
653 ## - INDEX TERM--UNCONTROLLED | |
Uncontrolled term | RISK MANAGEMENT |
700 ## - ADDED ENTRY--PERSONAL NAME | |
Personal name | LIU, SHU-ING |
773 ## - HOST ITEM ENTRY | |
Other item identifier | P14356 |
Note | M |
Host Itemnumber | 33573 |
Host Biblionumber | 11226 |
Title | ICFAI: JOURNAL OF FINANCIAL RISK MANAGEMENT |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Source of classification or shelving scheme | Dewey Decimal Classification |
Koha item type | Articles |
No items available.