Market-Based Estimation of Default Probabilities and Its Application to Financial Market Surveillance.
Title:
Market-Based Estimation of Default Probabilities and Its Application to Financial Market Surveillance.
Author:
Chan-Lau, Jorge A.
ISBN:
9781451908985
Personal Author:
Physical Description:
1 online resource (19 pages)
Series:
IMF Working Papers
Contents:
Contents -- I. MARKET-BASED DEFAULT PROBABILITIES AND FINANCIAL SURVEILLANCE -- II. CREDIT DEFAULT SWAPS -- III. BONDS -- IV. EQUITY PRICES -- V. FROM RISK-NEUTRAL PROBABILITIES TO REAL-WORLD PROBABILITIES -- VI. CONCLUSIONS -- REFERENCES.
Local Note:
Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2017. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
Genre:
Electronic Access:
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