author = { Lando, David },

title = { Credit Risk Modeling Theory and Applications },

publisher = {Princeton University Press},

publisher = {},

isbn = {9781400829194},

keywords = { BUSINESS & ECONOMICS / Economics / Theory , Discrete time and continuous time , Dividend payout ratio , Dividend , Equity value , Equivalent Martingale Measures , Estimation , Estimator , Exponential distribution , Fair value , Geometric Brownian motion , Government bond , High-yield debt , Implicit cost , Implied volatility , Information asymmetry , Interest rate swap , Interest rate , Issuer , Jump process , Latent variable , Least squares , Leverage (finance) , Liability (financial accounting) , Libor , Logistic regression , Market liquidity , Market value , Markov chain , Markov model , Mathematical finance , Merton Model , Moment-generating function , Money market , Option (finance) , Par Yield Curve , Path dependence , Payment , Plain vanilla , Predictable process , Present value , Pricing , Probability of default , Probability , Put option , Random variable , Recapitalization , Repurchase agreement , Risk management , Risk premium , Risk-neutral measure , Semimartingale , Short rate , State variable , Swap (finance) , Swap Curve , Swap rate , Swap spread , Synthetic CDO , Tax advantage , Tax shield , Tax , Trading strategy , Tranche , Underlying Security , Value (economics) , Variance , Vasicek model , Yield curve , Yield spread , Zero-coupon bond , Adapted process , Arbitrage , Asset Sales , Asset , Bankruptcy , Barrier option , Basis Point , Binomial approximation , Binomial distribution , Bond (finance) , Bond Yield , Bond valuation , Calculation , Call option , Capital structure , Comparative advantage , Convenience yield , Coupon (bond) , Coupon , Credit (finance) , Credit default swap , Credit derivative , Credit rating , Credit risk , Credit spread (options) , Cumulative Dividend , Current liability , Debt Issue , Debt , Discount function },

year = {2009},

abstract = {Frontmatter},

abstract = {Contents},

abstract = {Preface},

abstract = {1 An Overview},

abstract = {2 Corporate Liabilities as Contingent Claims},

abstract = {3 Endogenous Default Boundaries and Optimal Capital Structure},

abstract = {4 Statistical Techniques for Analyzing Defaults},

abstract = {5 Intensity Modeling},

abstract = {6 Rating-Based Term-Structure Models},

abstract = {7 Credit Risk and Interest-Rate Swaps},

abstract = {8 Credit Default Swaps, CDOs, and Related Products},

abstract = {9 Modeling Dependent Defaults},

abstract = {Appendix A Discrete-Time Implementation},

abstract = {Appendix B Some Results Related to Brownian Motion},

abstract = {Appendix C Markov Chains},

abstract = {Appendix D Stochastic Calculus for Jump-Diffusions},

abstract = {Appendix E A Term-Structure Workhorse},

abstract = {References},

abstract = {Index},

booktitle = {Princeton Series in Finance},

address = { Princeton, NJ , },

url = { http://slubdd.de/katalog?TN_libero_mab2 }