A Multiname First Passage Model for Credit Risk Adam Metzler (Joint with Don L. McLeish) Department of Applied Mathematics University of Western Ontario [removed] - University of Western Ontario - Document - PDFSEARCH.IO

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	A Multiname First Passage Model for Credit Risk Adam Metzler (Joint with Don L. McLeish) Department of Applied Mathematics University of Western Ontario [removed] Add to Reading List Document Date: 2010-06-21 11:40:12 Open Document File Size: 375,06 KB Share Result on Facebook Company Cox / / / Facility Applied Mathematics University of Western / / Organization University of Western Ontario / Congress / / Person Bt / Don L. McLeish / Adam Metzler / / Position General / / Region Western Ontario / / SocialTag Basel II Probability of default Credit risk

A Multiname First Passage Model for Credit Risk Adam Metzler (Joint with Don L. McLeish) Department of Applied Mathematics University of Western Ontario [removed]Add to Reading List