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Credit risk: Pricing, measurement, and management /
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| Other Authors: | |
| Format: | Printed Book |
| Language: | English |
| Published: |
2005:
New Age International,
2005.
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Table of Contents:
- 1. Ecnomic principles of risk management 2. Default arrival: historical patterns and statistical models 3. Ratings transitions: historical patterns and statistical models 4. Conceptual approaches to valuation of default risk 5. Pricing corporate and sove