Publication detail

The Merton Approach to Estimating Loss Given Default

Author(s): PhDr. Jakub Seidler Ph.D.,
Type: Article in collection
Year: 2010
Number: 0
ISSN / ISBN: ISSN: 1539-8757
Published in: EABR 2010 Conference Proceedings
Publishing place: Dublin
Keywords:
JEL codes:
Suggested Citation:
Grants: GAUK 2009/47509 Decomposition of securities' market prices into risk parameters
Abstract:
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