Hej guys:
As a credit derivative trader, I felt some confused on calibration.
Would someone can give me some papers, esp in pdf, on how to calibration of the credit models.
Thanks so much.
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http://www.frbsf.org/econrsrch/workingp/wp99-06.pdf
或者Niklas Wagner “Credit Risk: Models, Derivatives, and Management" by Chapman & Hall/CRC,下载地址:https://bbs.pinggu.org/thread-414801-1-1.html