My first paper on Credit Risk model.
www.fonsrisksolutions.com/Documents/Using%20Default%20Rates%20FAJ.pdf is a good good paper. The unusual pattern "crisis-at-maturity" model is quite interesting to me.
www.fonsrisksolutions.com/Documents/Using%20Default%20Rates%20FAJ.pdf is a good good paper. The unusual pattern "crisis-at-maturity" model is quite interesting to me.
