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Outline

Title
Abstract
An Overview
Credit Scoring Using Discriminant Analysis
Hazard Regressions: Discrete Case 81
Hazard Regressions: Discrete Case
Continuous-Time Survival Analysis Methods
Statistical Techniques for Analyzing Defaults
Few Useful Technical Results
Extending the Scope of the Cox Specification
An Equivalence Result
The Implications for Expected Returns
Introduction
Credit Default Swaps, Cdos, and Related Products
References

CREDIT RISK Credit risk modeling theory and applications

Profile image of Rakib HossainRakib Hossain

Abstract

Finance as a discipline has been growing rapidly. The numbers of researchers in academy and industry, of students, of methods and models have all proliferated in the past decade or so. This growth and diversity manifests itself in the emerging cross-disciplinary as well as cross-national mix of scholarship now driving the field of finance forward. The intellectual roots of modern finance, as well as the branches, will be represented in the Princeton Series in Finance.

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