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• Ilya Gikhman

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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 1451.

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Date of creation: Jul 2006
Date of revision: Jul 2006
Handle: RePEc:pra:mprapa:1451

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Keywords: Credit risk credit derivatives risk neutral world risk neutral probability structural model reduced form.

Find related papers by JEL classification:
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C63 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Computational Techniques
C6 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming

This paper has been announced in the following NEP Reports:

• NEP-ALL-2007-01-23 (All new papers)
• NEP-BAN-2007-01-23 (Banking)
• NEP-FMK-2007-01-23 (Financial Markets)
• NEP-RMG-2007-01-23 (Risk Management)
• NEP-UPT-2007-01-23 (Utility Models & Prospect Theory)

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This page was last updated on 2008-11-17.