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Sofia University "St. Kliment Ohridski"

Browsing by Subject "default risk"

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Browsing by Subject "default risk"

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  • Stoynov, Pavel (Publishing House Sofia University "St. Kliment Ohridski", Sofia, 2011-11-01)
    The general specification of default risk premium in the context of an intensity-based model is considered. Some examples and applications to modeling survival probabilities of both assets and firms in economy are given.