Credit risk analysis and the KMV Black and Scholes model: A proposal of correction and an empirical analysis

Investment Management and Financial Innovations

Volumn 9, Issue 2, 2012, Pages 167-181

  Iazzolino, Gianpaolo ^a   Fortino, Adolfo ^a  

^a NONE

Author keywords

Credit risk; Distance to default; Expected default frequency; Italian Stock Market; KMV Black and Scholes

Indexed keywords

EID: 84865139787     PISSN: 18104967     EISSN: 18129358     Source Type: Journal    
DOI: None     Document Type: Article

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