@techreport{Giesecke2002Credit,
abstract = {Credit risk refers to the risk of incurring losses due to unexpected changes in the credit quality of a counterparty or issuer. In this paper we give an introduction to the modeling of credit risks and the valuation of credit-risky securities. We consider individual as well as correlated credit risks.},
address = {Berlin},
author = {Kay Giesecke},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {G12; G13; 330; compensator; intensity; credit risk; default risk; structural approach; reduced form approach},
language = {eng},
note = {urn:nbn:de:kobv:11-10049126},
number = {2002,54},
publisher = {Humboldt-Universit\"{a}t},
title = {Credit risk modeling and valuation: An introduction},
type = {Discussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes},
url = {http://hdl.handle.net/10419/65371},
year = {2002}
}
