Essays about: "The Reduce-form model"
Found 1 essay containing the words The Reduce-form model.
-
1. On the Pricing of Credit Default Swaps: A comparative Study between the Reduced-Form Model and the Structural Model
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This paper focuses on measurement methods of credit risk. By modeling credit default swap spreads and predicting possible defaults of corporations with the use of default probabilities this paper makes the search for consistent methods to measure and manage risk by constructing plausible forecasts of contingent corporate defaults. READ MORE
Result pages:
1