Abstract
In this chapter, we briefly introduce the basic credit risk modeling including measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk.
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© 2010 Springer Science+Business Media, LLC
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Gupta, A.K., Zeng, WB., Wu, Y. (2010). Credit Risk Modeling. In: Probability and Statistical Models. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-0-8176-4987-6_11
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DOI: https://doi.org/10.1007/978-0-8176-4987-6_11
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Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-0-8176-4986-9
Online ISBN: 978-0-8176-4987-6
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