VALUATION - Estimating and Pricing Credit Risk: An Overview - In a review of the developments in estimating and pricing credit risk, this article examines the critical components of pricing models and compares two primary approaches to pricing: The structural and the reduced form
| Year of publication: |
2000
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| Authors: | Kao, Duen-Li |
| Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 56.2000, 4, p. 50-66
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