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

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.

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