Reneby, Joel; Ericsson, Jan - Economics Institute for Research (SIR), … - 2001
financial support from IFM
2
.
†
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 …