This lesson has the classic structural approach to pricing and hedging of credit risk: (1974) Merton contingent claims model of debt and equity claims. This model is used to make investment decisions and risk management in over-the-counter (OTC) market for distressed bonds. "Hide
by Eric Stafford, Joshua D Coval 6 pages. Publication Date: January 11, 2008. Prod. #: 208111-PDF-ENG
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