DocumentCode
2824928
Title
Research on Default Probability of Emerging Technology Firms
Author
Ying Zhang ; Lin Chen ; Zongfang Zhou
Author_Institution
Sch. of Manage. & Econ., Univ. of Electron. Sci. & Technol. of China, Chengdu
Volume
2
fYear
2008
fDate
2-4 Sept. 2008
Firstpage
631
Lastpage
634
Abstract
Many emerging technology firms (ETF) are usually indebted and on deficit at the early stage due to the market or technology factors. In this research, we use stochastic integral techniques to measure the default probability of these ETF before the maturity date of debt. By measuring default probability, the credit risk of the ETF can be predicted and assessed.
Keywords
market opportunities; probability; default probability; emerging technology firms; market; Computer network management; Computer networks; Conference management; Diffusion processes; Economic forecasting; Information management; Internet; Risk analysis; Stochastic processes; Technology management;
fLanguage
English
Publisher
ieee
Conference_Titel
Networked Computing and Advanced Information Management, 2008. NCM '08. Fourth International Conference on
Conference_Location
Gyeongju
Print_ISBN
978-0-7695-3322-3
Type
conf
DOI
10.1109/NCM.2008.66
Filename
4624217
Link To Document