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Understanding
9/11Credit risk modeling : theory and applications
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xvi, 310 p. : 24 cm
Includes bibliographical references (p. [297]-306) and index
Corporate liabilities as contingent claims -- Endogenous default boundaries and optimal capital structure -- Statistical techniques for analyzing defaults -- Intensity modeling -- Rating-based term-structure models -- Credit risk and interest-rate swaps -- Credit default swaps, CDOs, and related products -- Modeling dependent defaults
Includes bibliographical references (p. [297]-306) and index
Corporate liabilities as contingent claims -- Endogenous default boundaries and optimal capital structure -- Statistical techniques for analyzing defaults -- Intensity modeling -- Rating-based term-structure models -- Credit risk and interest-rate swaps -- Credit default swaps, CDOs, and related products -- Modeling dependent defaults
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- Addeddate
- 2023-07-17 11:50:44
- Autocrop_version
- 0.0.15_books-20220331-0.2
- Bookplateleaf
- 0002
- Boxid
- IA41028401
- Camera
- Sony Alpha-A6300 (Control)
- Col_number
- COL-2513
- Collection_set
- printdisabled
- External-identifier
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urn:lcp:creditriskmodeli0000land:epub:cc5acff1-247c-4ac3-b548-c7feaabfb862
urn:lcp:creditriskmodeli0000land:lcpdf:e5159105-b056-4ef3-851e-08c14c86f574
urn:oclc:record:1109187915![[WorldCat (this item)]](/images/worldcat-small.png "[WorldCat (this item)]")
- Foldoutcount
- 0
- Identifier
- creditriskmodeli0000land
- Identifier-ark
- ark:/13960/s2x74g4sdfg
