مرکز منطقه ای اطلاع رساني علوم و فناوري - Inefficient markets and credit risk modeling: Why Mertonʹs model failed

Title of article :

Inefficient markets and credit risk modeling: Why Mertonʹs model failed

Author/Authors :

Debasish Majumder، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

307

To page :

318

Keywords :

Option-pricing theory , Systemic risk , Efficient market hypothesis , credit risk

Journal title :

Journal of Policy Modeling

Serial Year :

2006

Journal title :

Journal of Policy Modeling

Record number :

226219

Link To Document :