Extent: | 1 Online-Ressource (328 p.) 45 line illus. 30 tables |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Frontmatter Contents Preface 1 An Overview 2 Corporate Liabilities as Contingent Claims 3 Endogenous Default Boundaries and Optimal Capital Structure 4 Statistical Techniques for Analyzing Defaults 5 Intensity Modeling 6 Rating-Based Term-Structure Models 7 Credit Risk and Interest-Rate Swaps 8 Credit Default Swaps, CDOs, and Related Products 9 Modeling Dependent Defaults Appendix A Discrete-Time Implementation Appendix B Some Results Related to Brownian Motion Appendix C Markov Chains Appendix D Stochastic Calculus for Jump-Diffusions Appendix E A Term-Structure Workhorse References Index In English |
ISBN: | 978-1-4008-2919-4 |
Other identifiers: | 10.1515/9781400829194 [DOI] 10.1515/9781400829194?locatt=mode:legacy [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014487892