Frontiers in credit-risk analysis: proceedings of the AIMR seminar "Frontiers in Credit-Risk Analysis : A Fixed-Income Conference" : February 24, 1999, Chicago, Illinois

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Association for Investment Management and Research, Dec 1, 1999 - Business & Economics - 78 pages
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Contents

Lessons from the Rise in Risk Premiums
17
The Structural Approach to Credit Risk
36
Default Risk and Effective Duration
55
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