Structural Credit Risk Models

By Mads Gjedsted Nielsen

Three different credit risk models are presented, implemented, and calibrated to real data. Each of which presents a different way to model the dynamics of a firm. To better examine their differences,... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3844306110
• ISBN13: 9783844306118
• Release Date: February 2011
• Publisher: LAP Lambert Academic Publishing
• Length: 120 Pages
• Weight: 0.41 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"