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Which of the following is not a method of credit risk measurement? 1.Credit default swap (CDS) spreads 2. Z-spread analysis 3. Altman Z score 4
Which of the following is not a method of credit risk measurement? 1.Credit default swap (CDS) spreads 2. Z-spread analysis 3. Altman Z score 4 . Black scholes Option pricing model
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Misunderstanding Financial Crises Why We Donot See Them Coming
Authors: Gary B. Gorton
1st Edition
019992290X, 0199986886, 9780199922901, 9780199986880
