A copy of this references list will be maintained on the website for this book, with ongoing updates to the Internet sites referenced.
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Agrawal, Deepak, Navneet Arora, and Jeffrey Bohn. 2004. “Parsimony in Practice, and EDF-Based Model of Credit Spreads.” Moody's KMV. www.moodysanalytics.com/~/media/Insight/Quantitative-Research/Credit-Valuation/04-29-04-Parsi-mony-in-Practice.ashx.
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Almgren, Robert, and Neil Chriss. 2001. “Optimal Execution of Portfolio Transactions.” Journal of Risk 3 (2): 5–39.
Altman, Edward, Neil Fargher, and Egon Kalotay. 2010. “A Simple Empirical Model of Equity-Implied Probabilities of Default.” http://pages.stern.nyu.edu/~ealtman/DefaultModel2010JFI.pdf.
Altman, Edward, and Egon Kalotay. 2010. “A Flexible Approach to Modeling Ultimate Recoveries on Defaulted Loans and Bonds.” http://pages.stern.nyu.edu/~ealtman/FlexibleRecovery_v1.1.pdf.
Altman, Edward, Andrea Resti, and Andrea Sironi. 2001. “Analyzing and Explaining Default Recovery Rates.” www.defaultrisk.com/pp_recov_28.htm.
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