Title
Structural credit modeling and its relationship to market value at risk
Document Type
Book Chapter
Publisher
McGraw Hill
Faculty
Business and Law
School
Accounting, Finance and Economics
RAS ID
8894
COinS
This document is currently not available here.
Comments
This chapter was originally published as: 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.