Research on Default Probability of Emerging Technology Firms

Ying Zhang; Lin Chen; Zongfang Zhou

doi:10.1109/NCM.2008.66

Networked Computing and Advanced Information Management, International Conference on

Research on Default Probability of Emerging Technology Firms

Year: 2008, Volume: 2, Pages: 631-634

DOI Bookmark: 10.1109/NCM.2008.66

Authors

Ying Zhang
Lin Chen
Zongfang Zhou

Abstract

Many emerging technology firms (ETF) are usually indebted and on deficit at the early stage due to the market or technology factors. In this research, we use stochastic integral techniques to measure the default probability of these ETF before the maturity date of debt. By measuring default probability, the credit risk of the ETF can be predicted and assessed.

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Research on Default Probability of Emerging Technology Firms

Authors

Abstract

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