Credit risk modeling
Author(s)
Bibliographic Information
Credit risk modeling
(大阪大学金融・保険レクチャーノートシリーズ, 2)
Osaka University Press, 2009.11
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Note
Bibliography: p. [287]-299
Includes index
Description and Table of Contents
Table of Contents
- 1 Structural Approach
- 2 Hazard Function Approach
- 3 Hazard Process Approach
- 4 Hedging of Defaultable Claims
- 5 Modeling Dependent Defaults
- A Complements
by "BOOK database"
