Document Search
Add To My Bookshelf Sign in or Register Save And Annotate

credit sign in to follow this
default sign in to follow this
structural sign in to follow this
reduced sign in to follow this
form sign in to follow this

VaR Uses sign in to follow this
--Credit Risk sign in to follow this
Discuss This Paper
Sign in to follow this page
Recent Comments
Credit Risk Modeling and Valuation: An Introduction
Company: Cornell University
Year Of Publication: 2004
Month Of Publication: October
Pages: 67
Download Count: 1132
View Count:
Comment Num: 0
Language: EN
Who Can Read: Free
Date: 4-14-2005
Publisher: Administrator
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.
Giesecke, Kay Sign in to follow this author
This document's citation network:
Similar Documents:
Close window
Sign up in one step, no personal information required. Already a Member?

Repeat Email:
User Name:
Confirm Password:

Sign Up

Welcome to GloriaMundi!
Thanks for singning up

continue or edit your profile