Predicting probability of default of Indian companies: A market based approach
The paper models default probabilities for Indian companies in Black-Scholes- Metron (BSM) framework. The objective Probability of Default (PD) estimates are found to be higher for firms registered with Board of Industrial and Financial Reconstruction (BIFR). The proposed method can be applied to ob...
محفوظ في:
| المؤلفون الرئيسيون: | , |
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| التنسيق: | Artigo |
| اللغة: | Inglês |
| منشور في: |
General Association of Economists from Romania
2016-09-01
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| سلاسل: | Theoretical and Applied Economics |
| الموضوعات: | |
| الوصول للمادة أونلاين: |
http://store.ectap.ro/articole/1207.pdf
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| الوسوم: |
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