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This book offers an advanced introduction to models of credit risk valuation, concentrating on firm-value and reduced-form approaches and their application. Als
Credit Risk: Modeling, Valuation and Hedging
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The motivation for the mathematical modeling studied in this text on developments in credit risk research is the bridging of the gap between mathematical theory
Credit Risk Measurement
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Type: BOOK - Published: 2002-10-06 - Publisher: John Wiley & Sons

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The most cutting-edge read on the pricing, modeling, and management of credit risk available The rise of credit risk measurement and the credit derivatives mark
Pricing Derivative Credit Risk
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Credit risk is an important consideration in most financial transactions. As for any other risk, the risk taker requires compensation for the undiversifiable pa
Private Company Valuation
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The recent crisis in financial markets has seen a gradual erosion of risk-free asset classes. In equity markets the credit risk has reached a critical level in