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.
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© 2014 Springer Fachmedien Wiesbaden
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Marcantoni, E. (2014). Credit Risk Modeling. In: Collateralized Debt Obligations. BestMasters. Springer Gabler, Wiesbaden. https://doi.org/10.1007/978-3-658-04846-4_3
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DOI: https://doi.org/10.1007/978-3-658-04846-4_3
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Publisher Name: Springer Gabler, Wiesbaden
Print ISBN: 978-3-658-04845-7
Online ISBN: 978-3-658-04846-4
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