Credit Risk Modeling

Chapter
Part of the BestMasters book series (BEST)

Abstract

This chapter will present an overview of the credit risk modeling literature. It will present the general setup which the most common models share and the derivation of the models themselves. This overview contains the models, which will be in the centre of the empirical part of the next chapters.

Keywords

Covariance Convolution 

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Fachmedien Wiesbaden 2014

Authors and Affiliations

  1. 1.ViennaAustria

Personalised recommendations