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Which credit exposures - PowerPoint PPT Presentation

Stochastic Methods in Credit Risk Modelling, Valuation and Hedging Introduction to Credit Risk and Credit Derivatives

Stochastic Methods in Credit Risk Modelling, Valuation and Hedging Introduction to Credit Risk and Credit Derivatives. Tomasz R. Bielecki Northeastern Illinois University t-bielecki@neiu.edu In collaboration with Marek Rutkowski. Part 1: Portfolio Credit Risk. Measuring credit risk.

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Which credit exposures - PowerPoint PPT Presentation

Stochastic Methods in Credit Risk Modelling, Valuation and Hedging Introduction to Credit Risk and Credit Derivatives