Documents © K. Cuthbertson, D. Nitzsche FINANCIAL ENGINEERING: DERIVATIVES AND RISK MANAGEMENT (J. Wiley,...

Slide 1 © K. Cuthbertson, D. Nitzsche FINANCIAL ENGINEERING: DERIVATIVES AND RISK MANAGEMENT (J. Wiley, 2001) K. Cuthbertson and D. Nitzsche Lecture Credit Risk Slide 2…