Ericsson, Jan (contributor); Reneby, Joel (contributor) - 2001 - [Elektronische Ressource], First version: February 2001, Rev. January 7, 2003
financial support from IFM
2
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†
McGill University, Faculty of Management, 1001 Sherbrooke Street West, Mon-
treal QC, H3A 1G5 …-house credit risk models, we will require
much more solid knowledge about the performance of different default risk
valuation models …