Structural credit modeling and its relationship to market value at risk
Document Type
Book Chapter
Publisher
McGraw Hill
Faculty
Faculty of Business and Law
School
School of Accounting, Finance and Economics
RAS ID
8894
Access Rights
free_to_read
Book Chapter
McGraw Hill
Faculty of Business and Law
School of Accounting, Finance and Economics
8894
free_to_read
Comments
Allen, D. E., & Powell, R. (2009). Structural credit modeling and its relationship to market value at risk. In Greg N. Gregoriou (Eds.). The VaR Implementation Handbook (pp. 403-414). McGraw Hill. Available here.