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Merton Model
Results: 71

#	Item
31	Microsoft Word - FARFE Lecture3.doc Add to Reading List Source URL: haas.berkeley.edu Language: English - Date: 2009-11-23 17:58:39 Mathematical finance Merton Model Corporate finance Derivative Capital structure Black–Scholes Valuation Financial risk Debt Financial economics Finance Economics
32	Microsoft Word - CHINA7.doc Add to Reading List Source URL: haas.berkeley.edu Language: English - Date: 2009-11-23 17:58:36 Financial economics Finance Financial crises Structured finance Merton Model Credit default swap Financial risk United States housing bubble Economics
33	Economics Working Paper[removed]: Correlation in Credit Risk Add to Reading List Source URL: occ.gov Language: English - Date: 2014-12-01 11:40:18 Finance Credit default swap Merton Model Credit risk Systematic risk Economic model Liquidity risk Financial crisis Financial Correlations Financial risk Economics Financial economics
34	NEW YORK CITY COLLEGE OF TECHNOLOGY Add to Reading List Source URL: www.citytech.cuny.edu Language: English - Date: 2014-07-01 12:44:39 Options Economics Actuarial science Financial risk Volatility smile Black–Scholes Merton Model Volatility Quantitative analyst Mathematical finance Financial economics Finance
35	Credit Risk and the Macroeconomy: Evidence from an Estimated DSGE Model Simon Gilchrist∗ Alberto Ortiz† Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2009-06-01 11:32:07 United States housing bubble Macroeconomics Fixed income market Economic bubbles Corporate bond Merton Model Financial accelerator Yield spread Cost of capital Economics Financial economics Finance
36	Microsoft Word - GrayMertonBodieNBER[removed]doc Add to Reading List Source URL: www.nber.org Language: English - Date: 2007-01-24 12:46:33 Financial economics Public finance Balance sheet Debt Valuation Monetary policy Merton Model Financial risk Financial position of the United States Finance Economics Business
37	Sovereign, Bank, and Insurance Credit Spreads: Connectedness and System Networks Add to Reading List Source URL: www.sec.gov Language: English - Date: 2013-07-15 11:13:40 Credit risk Risk Loss given default Government debt Financial crisis Causality Merton Model Euro Bond Economics Financial crises Credit default swap
38	Credit Derivatives and the Default Risk of Large Complex Financial Institutions Giovanni Calice1 1 Christos Ioannidis2 Add to Reading List Source URL: www.clevelandfed.org Language: English - Date: 2010-10-25 14:48:59 Mathematical finance Merton Model Credit default swap Financial risk Economics Volatility Derivative Corporate bond Credit risk Financial economics Finance United States housing bubble
39	8 Credit Scoring for Corporate Debt Eric Falkenstein Deephaven Capital Management Add to Reading List Source URL: www.efalken.com Language: English - Date: 2008-06-06 19:40:05 Credit Personal finance United States housing bubble Merton Model Credit rating agency Credit score Credit risk Valuation High-yield debt Financial economics Finance Economics
40	Economics Working Paper[removed]: Correlation in Credit Risk Add to Reading List Source URL: www.occ.gov Language: English - Date: 2014-08-31 08:45:19 Finance Credit default swap Merton Model Credit risk Systematic risk Economic model Liquidity risk Financial crisis Financial Correlations Financial risk Economics Financial economics

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