Work

Reduced‐Form versus Structural Models of Credit Risk: A Case Study of Three Models

Year: 2012

Type: other

DOI: 10.1002/9781119201892.ch7

Authors: Navneet Arora, Jeffrey R. Bohn, Fanlin Zhu

Institution: Moody's Corporation (United States)

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1784591387

Cites: 33

Cited by: 73

Related to: 10