The contingent claims approach to corporate vulnerability analysis : estimating default risk and economy-wide risk transfer / Michael T. Gapen, Dale F. Gray and Cheng Hoon Lim
By: Gapen, Michael T.
Contributor(s): Gray, Dale F | Lim, Cheng Hoon.
Material type: BookSeries: IMF working paper No. 04-121.Publisher: Washington D. C. : International Monetary Fund (IMF) , 2004Description: 43p. : ill.; 26 cm.Subject(s): Financial system | Credit risk | Contingent claim approach | Economic analysis | Corporate sectorItem type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode |
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Documents | BIDS Library and Documentation Center General Stacks | Non-fiction | UN IMF Wp-04-121 (Browse shelf) | C-01 | Available | 110960 |
Includes bibliographical references