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Modeling and Valuation of Credit Risk

  • Bielecki T
  • Jeanblanc M
  • Rutkowski M
DOI: 10.1007/978-3-540-44644-6_2
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Abstract

… In this chapter, we present the structural approach to modeling credit risk (as already mentioned in the introduction, it is also known as the value-of-thefirm approach). This methodology …

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Bielecki, T. R., Jeanblanc, M., & Rutkowski, M. (2004). Modeling and Valuation of Credit Risk (pp. 27–126). https://doi.org/10.1007/978-3-540-44644-6_2

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