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    Analyzing Credit Risk Models In A Regime Switching Market 

    Banerjee, Tamal (2016-04-25)
    Recently, the financial world witnessed a series of major defaults by several institutions and investment banks. Therefore, it is not at all surprising that credit risk analysis have turned out to be one of the most important ...

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    Banerjee, Tamal (1)
    SubjectCredit Derivatives Market (1)Credit Derivatives Prices (1)Credit Risk (1)Credit Risk Analysis (1)Credit Risk Model (1)Defaultable Bonds - Pricing (1)Financial Economics (1)Markov Modulated Market (1)Mathematical Finance (1)Reduced Form Model (1)... View MoreDate Issued2016 (1)Has File(s)Yes (1)

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