The term structure of credit risk.
Credit risk is an important source of risk for almost all of the financial securities. The frequent and serious financial crisis has made credit risk a sensitive and crucial consideration for financial institutions, corporations, and individual investors. The accurate pricing for credit risk and cre...
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| Format: | Others |
| Language: | English Chinese |
| Published: |
2000
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| Online Access: | http://library.cuhk.edu.hk/record=b6073914 http://repository.lib.cuhk.edu.hk/en/item/cuhk-342924 |