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MFIN 7011: Credit Risk Summer, 2008 Dragon Tang

Summer 08, MFIN7011, Tang. Structural Models. Structural Credit Risk Models. . Objectives:Essence of structural modelsMerton (1974) model and implementationPros and cons of structural models. Summer 08, MFIN7011, Tang. Structural Models. Building Blocks: Individual Defaultable Bond. . Defau

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MFIN 7011: Credit Risk Summer, 2008 Dragon Tang

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    1. Summer 08, MFIN7011, Tang Structural Models MFIN 7011: Credit Risk Summer, 2008 Dragon Tang Lecture 5 Structural Credit Risk Models Tuesday, July 15, 2008 Readings: Chacko, Sjoman, Motohashi, and Dessain (2007) Chapter 3 Lando Chapter 2 & Duffie and Singleton Chapter 7

    2. Summer 08, MFIN7011, Tang Structural Models Structural Credit Risk Models

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