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Application of Merton and inverse Merton models for cross validation of equity and debt security prices in India

dc.contributor.advisorParikh, J. C.
dc.contributor.authorGhosh, Arup K.
dc.contributor.authorBharti, K. Ajitabh
dc.date.accessioned2016-08-26T04:14:24Z
dc.date.available2016-08-26T04:14:24Z
dc.date.copyright2003
dc.date.issued2003
dc.identifier.urihttp://hdl.handle.net/11718/18409
dc.language.isoenen_US
dc.publisherIndian Institute of Management Ahmedabaden_US
dc.relation.ispartofseriesSP;001049
dc.subjectInverse Merton modelsen_US
dc.subjectDebt security prices in Indiaen_US
dc.subject(EDF) Expect Default Frequencyen_US
dc.titleApplication of Merton and inverse Merton models for cross validation of equity and debt security prices in Indiaen_US
dc.typeStudent Projecten_US


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