Credit risk pricing in a general framework
In the literature, two principal approaches are widely used for credit risk modeling: structural models and reduced form models. The evolution of firms’ structural variables, such as firms’ asset and debt values, are applied to determine the time of default in structural models. In these models, a d...
Saved in:
Main Author: | Huang, Hanming |
---|---|
Other Authors: | Yao Shuntian |
Format: | Theses and Dissertations |
Language: | English |
Published: |
2012
|
Subjects: | |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Nanyang Technological University |
Language: | English |
Similar Items
-
Essays on innovation, central bank digital currency and asset pricing
by: George, Ammu
Published: (2020) -
Prospects of a multipolar international monetary order
by: Alam Md Whaheed
Published: (2020) -
Competition among Singapore's commercial banks : a report.
by: Fong, Zi Hua.
Published: (2009) -
The cyclical dynamics of sin and stimulant stocks
by: Mah, Caleb Wee Keat, et al.
Published: (2022) -
Essays on international transmission of monetary policy and global financial risk spillover
by: Liu, Jingting
Published: (2022)