Open Libraryxvi, 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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