PROBABILITY DENSITY OF RECOVERY RATE GIVEN DEFAULT OF A FIRM’S DEBT AND ITS CONSTITUENT TRANCHES (Q5281719): Difference between revisions

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+CLUSTER-BASED EXTENSION OF THE GENERALIZED POISSON LOSS DYNAMICS AND CONSISTENCY WITH SINGLE NAMES
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+Pricing credit derivatives under stochastic recovery in a hybrid model
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+Modelling repayment patterns in the collections process for unsecured consumer debt: a case study
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