Francesco Naccarato

University of Padova

Via 8 Febbraio 1848, 2

Padova, Vicenza 35122

Italy

  • University of Padova

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Probability of Default and Probability of Excellence, an Inverse Model of Rating - One More Tool to Overcome the Crisis: An Empirical Analysis

Business Systems Review (ISSN 2280-3866), 2013. Volume 2. Issue 2. pp.71-93. Special Issue - Selected Papers of the 1st Business Systems Laboratory International Symposium
Number of pages: 23 Posted: 02 Apr 2013 Last Revised: 10 Apr 2013
Marco Muscettola and Francesco Naccarato
Independent Researcher and University of Padova
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Abstract:

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Rating, SME finance, Modelling credit risk, Value of firms, Structural models