Modeling Credit Risk and Pricing Credit Derivatives photograph

Modeling Credit Risk And Pricing Credit Derivatives

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Originally published 2001
Authors Martin Wolf
Date of Reg.
Date of Upd.
ID2185427
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About Modeling Credit Risk And Pricing Credit Derivatives


The thesis starts with a short description of the credit derivatives' place in the credit risk management. Then it proceeds by outlining the basic forms of credit derivatives, their applications, and their contract elements. . . .

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