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Chapman & Hall/CRC Financial Mathematics Series - Christian Bluhm, Ludger Overbeck and Christoph Wagner, An Introduction To Credit Risk Modelling, Chapman & Hall/CRC Financial Mathematics Series, 2010, 364pp. (hardback), £49.99 ($79.95). ISBN: 9781584889922

Published online by Cambridge University Press:  29 June 2011

Tafadzwa Gwanoya
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Information
Annals of Actuarial Science , Volume 5 , Issue 2 , September 2011 , pp. 293 - 296
Copyright
Copyright © Institute and Faculty of Actuaries 2011

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References

Black, F., Scholes, M. (1973). The Pricing Of Options And Corporate Liabilities. Journal Of Political Economy, 81, 637–654.CrossRefGoogle Scholar
Merton, R. (1974). On The Pricing Of Corporate Debt: The Risk Structure Of Interest Rates. The Journal Of Finance, 29, 449–470.Google Scholar