Calculation of Distance to Default
Tài liệu tham khảo
Ammann, M. (2001).Credit risk valuation: methods, models and application. New York: Springer.
Bartosová, V. (2005). Optimalizáciafinančnejštruktúrypodniku.Žilina: EDIS Publishers, University of Žilina.
Bielicki, T., &Rutkowski, M. (2002).Credit risk modeling, valuation and hedging. New York: Springer.
Bielicki, T., Jeanblanc, M., &Rutkowski, M. (2009).Credit risk modeling. Osaka: Osaka University.
Black, 1973, The Pricing of Options and Corporate Liabilities, The Journal of Political Economy, 8, 637, 10.1086/260062
Boďa, M., &Kanderová, M. (2010).Cash-flow at risk & earnings at risk.ZIMKA, Proceedings of the International Scientific Conference AMSE 2010 DemänovskáDolina, Slovakia, 45-51.
Brigo, D., &Tarenghi, M. (2004). Credit default swap calibration and equity swap valuation under counterparty risk with a tractable structural model.Proceedings of the FEA 2004 Conference at MIT, Cambridge, Massachusetts. 36.
Búc, 2013, Description and quantification of the risks of Intelligent Transport Systems.Proceedings of 17th International Conference. Transport Means. 2013, Kaunas University of Technology, Kaunas, 2013, 181
Cisko, Š.,&Klieštik, T. (2013). Finančnýmanažmentpodniku II.Žilina: EDIS Publishers, University of Žilina, 774.
Delianedis, G., &Geske, R. (2003).Credit risk and risk neutral default probabilities: Information about Rating Migrations and Defaults. The Anderson School at UCLA. 38.
Kim, 1993, Valuation of Corporate Fixed-Income Securities, Financial Management (Special issue on financial distress), 22, 60
Klieštik, 2009, Quantification Effectiveness Activities Traffic Company by the Rules of Data Envelopment Analysis, E a M: Ekonomie a Management, 1, 133
Klieštik, 2013, The genesis and metamorphoses of risk, Transport and communications: scientific journal, 1, 15, 10.26552/tac.C.2013.1.4
Kollar, 2014, Credit Value at Risk and Options of Its Measurement.2nd International Conference on Economics and Social Science (ICESS 2014), Information Engineering Research Institute, Advances in Education Research, 61, 143
Kollar, B., &Cisko, Š. (2014) Credit risk quantification with the use of CreditRisk+.Proceedings of ICMEBIS 2014 International Conference on Management, Education, Business, and Information Science, Shanghai, China, EDUGait Press, Canada, 43-46.
Lando, D. (2004). Credit risk modelling. New Jersey: Princeton University Press.
Lehutova, K. (2011). Application of Corporate Metrics method to measure risk in logistics.Proceedings of the International Scientific Conference Computer systems aided science industry and transport - TRANSCOMP, Zakopane, Poland, 2209-2213. .
Majerčák, P., &Majerčáková, M. (2013).The enterprise valuation and categories of the value.Proceedings of the Financial management of firms and financial institutions, 9th international scientific conference: 9th-10th September 2013 Ostrava, Czech Republic, 469-475.
Michalíková, 2014, A Comparative Anatomy of Credit Risk Models.2nd International Conference on Economics and Social Science (ICESS 2014), Information Engineering Research Institute, Advances in Education Research, 61, 69
Saunders, A.,&Allen, L. (2002).Credit risk measurement: New approaches to value at risk and other paradigms. New York: John Wiley & Sons, Inc.
Spuchľáková, E., &Cúg J. (2014).Lost Given Default and the Credit risk.Proceedings of ICMEBIS 2014 International Conference on Management, Education, Business, and Information Science, Shanghai, China, EDUGait Press, Canada, 12-15.
Šukalová, 2013, Risk management - a necessary part of the bank management in era of critical changes, International Journal of Arts and Commerce, 2, 47
Valasková, 2014, Assessing credit risk by Moody's KMV model.2nd International Conference on Economics and Social Science (ICESS 2014), Information Engineering Research Institute, Advances in Education Research, 61, 40
