An integrated pricing model for defaultable loans and bonds (Q704061)

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scientific article; zbMATH DE number 2127023
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    An integrated pricing model for defaultable loans and bonds
    scientific article; zbMATH DE number 2127023

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      An integrated pricing model for defaultable loans and bonds (English)
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      12 January 2005
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      Statistical simulation methods
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      Financial risk management
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      Credit risk measurement model
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      Asset pricing
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      Debt \& debt management
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