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About Credit Risk
Elmaret Peters Credit Management. Preparation 1. Lando, Ch. 2, Corporate liabilities as Contingent Claims (Pages 7-17 very thoroughly and then read the rest skipping the equations if you can’t follow them). 2. RISK, Credit Derivative Products (up to Page 30). 3. Lando, Ch. 3, Merton’s Model (Pages 18-30). Topics Structural models I: Merton’s model and extensions. Guest lecture: Joe Biernat, Head of Research, European Credit Management. Week 3 Assignment 1 Due – Lucent 5 May Structural models II :
Detailed Information
| Author: | ['Elaine Latonio'] |
|---|---|
| Publication Year: | 2017 |
| Pages: | 11 |
| Language: | English |
| Format: | |
| Price: | FREE |
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