Springer Finance - Credit Risk Pricing Models
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Published By Springer Berlin Heidelberg

9783642073359, 9783540247166

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Correlated Defaults

Springer Finance - Credit Risk Pricing Models ◽

10.1007/978-3-540-24716-6_4 ◽

2004 ◽

pp. 125-136

Author(s):

Bernd Schmid

Keyword(s):

Correlated Defaults

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A Three-Factor Defaultable Term Structure Model

Springer Finance - Credit Risk Pricing Models ◽

10.1007/978-3-540-24716-6_6 ◽

2004 ◽

pp. 179-325

Author(s):

Bernd Schmid

Keyword(s):

Term Structure ◽

Structure Model ◽

Term Structure Model ◽

Three Factor

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Pricing Corporate and Sovereign Bonds

Springer Finance - Credit Risk Pricing Models ◽

10.1007/978-3-540-24716-6_3 ◽

2004 ◽

pp. 99-123

Author(s):

Bernd Schmid

Keyword(s):

Sovereign Bonds

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Credit Derivatives

Springer Finance - Credit Risk Pricing Models ◽

10.1007/978-3-540-24716-6_5 ◽

2004 ◽

pp. 137-178

Author(s):

Bernd Schmid

Keyword(s):

Credit Derivatives

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Modeling Credit Risk Factors

Springer Finance - Credit Risk Pricing Models ◽

10.1007/978-3-540-24716-6_2 ◽

2004 ◽

pp. 13-97

Author(s):

Bernd Schmid

Keyword(s):

Risk Factors ◽

Credit Risk

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Introduction

Springer Finance - Credit Risk Pricing Models ◽

10.1007/978-3-540-24716-6_1 ◽

2004 ◽

pp. 1-11

Author(s):

Bernd Schmid

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