ECU Works -2010
Structural credit modeling and its relationship to market value at risk
David Allen, Edith Cowan University
Robert Powell, Edith Cowan University
Business and Law
Accounting, Finance and Economics
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. original book available here.
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