| dc.contributor.author | Mišanková, Mária | |
| dc.contributor.author | Kočišová, Katarína | |
| dc.contributor.author | Klieštik, Tomáš | |
| dc.date.accessioned | 2024-06-18T13:05:00Z | |
| dc.date.available | 2024-06-18T13:05:00Z | |
| dc.date.issued | 2014 | |
| dc.identifier.isbn | 9786094576508 | en_US |
| dc.identifier.issn | 2029-4441 | en_US |
| dc.identifier.uri | https://etalpykla.vilniustech.lt/handle/123456789/154489 | |
| dc.description.abstract | Prediction of the default of the company is an important part of the interest of investors, creditors
and companies. Default is considered as an event after which the company couldn´t manage to fulfill
its commitment and this result in financial losses of security holders. Identification of the probability of
the default can be made by several different models. The article is dedicated to the comparison of models
used for the prediction of default, namely: Merton´s model, Black and Cox model and KMV model.
These models are further specified with their advantages and disadvantages as well as with their use in
companies. | en_US |
| dc.format.extent | 10 p. | en_US |
| dc.format.medium | Tekstas / Text | en_US |
| dc.language.iso | en | en_US |
| dc.relation.uri | https://etalpykla.vilniustech.lt/handle/123456789/154365 | en_US |
| dc.source.uri | http://old.konferencijos.vgtu.lt/bm.vgtu.lt/public_html/index.php/bm/bm_2014/paper/view/228 | en_US |
| dc.subject | Merton’s model | en_US |
| dc.subject | Black and Cox model | en_US |
| dc.subject | KMV model | en_US |
| dc.subject | credit risk | en_US |
| dc.subject | default | en_US |
| dc.title | Comparison of Merton´s model, Black and Cox model and KMV model | en_US |
| dc.type | Konferencijos publikacija / Conference paper | en_US |
| dcterms.accessRights | Laisvai prieinamas / Openly available | en_US |
| dcterms.accrualMethod | Rankinis pateikimas / Manual submission | en_US |
| dcterms.alternative | Finance engineering | en_US |
| dcterms.issued | 2014-05-16 | |
| dcterms.references | 28 | en_US |
| dc.description.version | Taip / Yes | en_US |
| dc.contributor.institution | University of Žilina | en_US |
| dcterms.sourcetitle | 8th International Scientific Conference “Business and Management 2014” | en_US |
| dc.identifier.eisbn | 9786094576492 | en_US |
| dc.identifier.eissn | 2029-929X | en_US |
| dc.publisher.name | Vilnius Gediminas Technical University | en_US |
| dc.publisher.name | Vilniaus Gedimino technikos universitetas | en_US |
| dc.publisher.country | Lithuania | en_US |
| dc.publisher.country | Lietuva | en_US |
| dc.publisher.city | Vilnius | en_US |
| dc.identifier.doi | http://dx.doi.org/10.3846/bm.2014.035 | en_US |
