Open access peer-reviewed chapter

Modeling Default Probability via Structural Models of Credit Risk in Context of Emerging Markets

By Maria Kovacova and Boris Kollar

Submitted: March 29th 2017Reviewed: September 15th 2017Published: January 17th 2018

DOI: 10.5772/intechopen.71021

Downloaded: 177

© 2018 The Author(s). Licensee IntechOpen. This chapter is distributed under the terms of the Creative Commons Attribution 3.0 License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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Maria Kovacova and Boris Kollar (January 17th 2018). Modeling Default Probability via Structural Models of Credit Risk in Context of Emerging Markets, Financial Management from an Emerging Market Perspective Soner Gokten, IntechOpen, DOI: 10.5772/intechopen.71021. Available from:

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