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Reference no. 9-205-111
Published by: Harvard Business Publishing
Originally published in: 2005
Version: 17 November 2005
Length: 16 pages
Data source: Published sources

Abstract

Provides the basic underlying model for credit risk analysis, as well as covers basic credit risk derivatives, such as asset swaps, credit default swaps, total return of rate swaps, and credit spread options.

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Abstract

Provides the basic underlying model for credit risk analysis, as well as covers basic credit risk derivatives, such as asset swaps, credit default swaps, total return of rate swaps, and credit spread options.

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