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Credit Risk Modeling and Valuation: An Introduction
Company: Cornell University
Year Of Publication: 2004
Month Of Publication: October
Pages: 67
Download Count: 1132
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Comment Num: 0
Language: EN
Source:
Who Can Read: Free
Date: 4-14-2005
Publisher: Administrator
Summary
Credit risk is the distribution of financial losses due to unexpectedchanges in the credit quality of a counterparty in a financial agreement.We review the structural, reduced form and incomplete information approaches to estimating joint default probabilities and prices of creditsensitive securities.
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Giesecke, Kay Sign in to follow this author
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