<r>I am copying few lines from an article published by Fed Reserve SFO. Hope this gives the answer! The actual link is given below.Corporate bond prices are determined not only by the interest rates in the economy but also by the credit risk borne by the bondholders. The credit risk in a corporate b...

Hello AllI am a PhD Student trying to find some research problems in credit derivatives pricing and credit risk. Can someone suggest me some ideas?thanks in advance

I have the pdf form of the FRM book by Jorion. Let me know if someone needs it. BTW, does someone have the PRM handbook? This seems to be costilier. let me know..thanks in advance

Hello folksI am trying to learn GARCH model USING MATLAB. I have learned that we can find ARMA model using the GARCH tool box in Matlab. But I could not figure out how. Can some one help me please??Thank you in advanceShilText