An integrated pricing model for defaultable loans and bonds

In recent years, credit risk has played a key role in risk management issues. Practitioners, academics and regulators have been fully involved in the process of developing, studying and analyzing credit risk models in order to find the elements which characterize a sound risk management system.(...)

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Year of publication:	2003-02-01
Authors:	Altman, Edward I. ; Onorato, Mario
Institutions:	Salomon Center for the Study of Financial Institutions <New York, NY> / Credit & Debt Markets Research Program
Subject:	Statistik \| Risikomanagement \| risk management \| Simulation \| simulation \| Debt Management \| Preiskalkulation \| fair pricing

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Extent:	483328 bytes 20 p. application/pdf
Series:	NYU Salomon Center for the Study of Financial Institutions - Credit & Debt Markets Research Program - Publications Paper ; 2003, 05
Type of publication:	Book / Working Paper
Language:	English
Classification:	C15 - Statistical Simulation Methods; Monte Carlo Methods ; C69 - Mathematical Methods and Programming. Other ; G12 - Asset Pricing ; H63 - Debt; Debt Management ; Corporate finance and investment policy. Other aspects ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005846816