bayesian analysis and quant engineering

[ashutosh]

Hi can anyone tell me what specific curves do the credit risk analysis modellers use to define probability of default, and on which priori info is this modelled, although i have read following book mentioned however it would be great if real life models can be discussed

An introduction to Credit risk modelling by
Christian Bloom
Ludger Overbeck
Chris Wagner

I have posted an introduction to Kalman filtering and resources for further studies on my blog

thankx ashu