Credit Risk
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Published By Cambridge University Press

9781139047432
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Preface

Credit Risk ◽  
2016 ◽  
pp. vii-viii
Author(s):  
Marek Capinski ◽  
Tomasz Zastawniak

Hazard function model and no arbitrage

Credit Risk ◽  
2016 ◽  
pp. 39-70
Author(s):  
Marek Capinski ◽  
Tomasz Zastawniak
Keyword(s):  
Hazard Function ◽  
Function Model ◽  
No Arbitrage

Security pricing with hazard function

Credit Risk ◽  
2016 ◽  
pp. 94-113
Author(s):  
Marek Capinski ◽  
Tomasz Zastawniak
Keyword(s):  
Hazard Function ◽  
Security Pricing

Select bibliography

Credit Risk ◽  
2016 ◽  
pp. 191-192
Author(s):  
Marek Capinski ◽  
Tomasz Zastawniak
Keyword(s):  
Select Bibliography

Security pricing with hazard process

Credit Risk ◽  
2016 ◽  
pp. 146-175
Author(s):  
Marek Capinski ◽  
Tomasz Zastawniak
Keyword(s):  
Security Pricing ◽  
Hazard Process

Structural models

Credit Risk ◽  
2016 ◽  
pp. 1-38
Author(s):  
Marek Capinski ◽  
Tomasz Zastawniak
Keyword(s):  
Structural Models

Appendix

Credit Risk ◽  
2016 ◽  
pp. 176-190
Author(s):  
Marek Capinski ◽  
Tomasz Zastawniak

Hazard process model

Credit Risk ◽  
2016 ◽  
pp. 114-145
Author(s):  
Marek Capinski ◽  
Tomasz Zastawniak
Keyword(s):  
Process Model ◽  
Hazard Process

Defaultable bond pricing with hazard function

Credit Risk ◽  
2016 ◽  
pp. 71-93
Author(s):  
Marek Capinski ◽  
Tomasz Zastawniak
Keyword(s):  
Hazard Function ◽  
Bond Pricing ◽  
Defaultable Bond
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