Rodyti trumpą aprašą

dc.contributor.authorMišanková, Mária
dc.contributor.authorKočišová, Katarína
dc.contributor.authorKlieštik, Tomáš
dc.date.accessioned2024-06-18T13:05:00Z
dc.date.available2024-06-18T13:05:00Z
dc.date.issued2014
dc.identifier.isbn9786094576508en_US
dc.identifier.issn2029-4441en_US
dc.identifier.urihttps://etalpykla.vilniustech.lt/handle/123456789/154489
dc.description.abstractPrediction 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.extent10 p.en_US
dc.format.mediumTekstas / Texten_US
dc.language.isoenen_US
dc.relation.urihttps://etalpykla.vilniustech.lt/handle/123456789/154365en_US
dc.source.urihttp://old.konferencijos.vgtu.lt/bm.vgtu.lt/public_html/index.php/bm/bm_2014/paper/view/228en_US
dc.subjectMerton’s modelen_US
dc.subjectBlack and Cox modelen_US
dc.subjectKMV modelen_US
dc.subjectcredit risken_US
dc.subjectdefaulten_US
dc.titleComparison of Merton´s model, Black and Cox model and KMV modelen_US
dc.typeKonferencijos publikacija / Conference paperen_US
dcterms.accessRightsLaisvai prieinamas / Openly availableen_US
dcterms.accrualMethodRankinis pateikimas / Manual submissionen_US
dcterms.alternativeFinance engineeringen_US
dcterms.issued2014-05-16
dcterms.references28en_US
dc.description.versionTaip / Yesen_US
dc.contributor.institutionUniversity of Žilinaen_US
dcterms.sourcetitle8th International Scientific Conference “Business and Management 2014”en_US
dc.identifier.eisbn9786094576492en_US
dc.identifier.eissn2029-929Xen_US
dc.publisher.nameVilnius Gediminas Technical Universityen_US
dc.publisher.nameVilniaus Gedimino technikos universitetasen_US
dc.publisher.countryLithuaniaen_US
dc.publisher.countryLietuvaen_US
dc.publisher.cityVilniusen_US
dc.identifier.doihttp://dx.doi.org/10.3846/bm.2014.035en_US


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Rodyti trumpą aprašą