Measuring corporate default risk [electronic resource] / Darrell Duffie. Duffie, Darrell. Corporate debt Statistical methods. Corporate debt Mathematical models. Risk Statistical methods. Risk Mathematical models. Default (Finance) Statistical methods. Default (Finance) Mathematical models. HG4012 332.74015195 23 Includes bibliographical references and index. Description based on print version record. This examination of the empirical behaviour of corporate default risk provides a unified statistical methodology for default prediction based on stochastic intensity modelling. The findings are particularly relevant in the aftermath of the financial crisis. Oxford : Oxford University Press, 2011. 2011. 2011 Text 1 online resource (viii, 109 p.) : http://dx.doi.org/10.1093/acprof:oso/9780199279234.001.0001 eng