A Merton-model approach to assessing the default risk of UK public companies
By: Merxe Tudela and Garry Young.
Contributors: Young, Garry.; Bank of England.
Series: Working paper / Bank of England -- no.194; Working paper series (Bank of England) -- no. 194.
Publisher: Bank of England
Published: 2003
Place of publication: London
Language: eng
Number of pages: 41
Subjects: Business failures -- Mathematical models.; Default (Finance) -- Mathematical models.; Business failures -- Great Britain -- Forecasting -- Statistical methods.; Default (Finance) -- Great Britain -- Forecasting -- Statistical methods.
Notes: Includes bibliographical references.