Darsinos, Theofanis.
Structural and reduced form models [electronic resource] / Theofanis Darsinos. - London : Henry Stewart Talks, 2007. - 1 online resource (1 streaming video file (42 min.) : color, sound). - Quantitative financial risk management : fundamentals, models and techniques, 2056-4570 . - Henry Stewart talks. Business & management collection. Quantitative financial risk management. .
Animated audio-visual presentations with synchronized narration. Title from title frames.
Contents: Structural Models -- The Merton Approach: Bond pricing, Stock pricing, Default probability, Credit spreads, Bond volatility -- Parameter estimation -- Limitations -- Extending Merton: The creditgrades model Reduced Form Models -- Default intensity -- Examples: Constant, Deterministic and Stochastic intensities -- Linking reduced and structural models -- Recovery rates.
Access restricted to subscribers.
Mode of access: World Wide Web.
1254 Henry Stewart Talks
Financial risk management.
Structural and reduced form models [electronic resource] / Theofanis Darsinos. - London : Henry Stewart Talks, 2007. - 1 online resource (1 streaming video file (42 min.) : color, sound). - Quantitative financial risk management : fundamentals, models and techniques, 2056-4570 . - Henry Stewart talks. Business & management collection. Quantitative financial risk management. .
Animated audio-visual presentations with synchronized narration. Title from title frames.
Contents: Structural Models -- The Merton Approach: Bond pricing, Stock pricing, Default probability, Credit spreads, Bond volatility -- Parameter estimation -- Limitations -- Extending Merton: The creditgrades model Reduced Form Models -- Default intensity -- Examples: Constant, Deterministic and Stochastic intensities -- Linking reduced and structural models -- Recovery rates.
Access restricted to subscribers.
Mode of access: World Wide Web.
1254 Henry Stewart Talks
Financial risk management.