Reduced Form Models: Kamakura's Risk Manager

This chapter contains sections titled: Introduction Deriving Risk‐Neutral Probabilities of Default Generalizing the Discrete Model of Risky Debt Pricing The Loss Intensity Process Kamakura's Risk Information Services (KRIS) Determinants of Bond Spreads Summary Appendix 5.1: Understanding a Basi...

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Format:	Buchkapitel
Sprache:	eng
Schlagworte:	recovery rates reduced form models risk‐free asset risk‐neutral probabilities structural models
Online-Zugang:	Volltext
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