Predicting credit default swap prices with financial and pure data-driven approaches (Q2866383): Difference between revisions
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| Property / cites work: MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT / rank | |||
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Latest revision as of 03:37, 7 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predicting credit default swap prices with financial and pure data-driven approaches |
scientific article |
Statements
Predicting credit default swap prices with financial and pure data-driven approaches (English)
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13 December 2013
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credit risk
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credit default swaps
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credit derivatives
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support vector machines regression
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structural credit risk models
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reduced-form credit risk models
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