Calibration of the default probability model (Q2464231): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: CreditRisk+ / rank | |||
Normal rank | |||
Revision as of 02:10, 1 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibration of the default probability model |
scientific article |
Statements
Calibration of the default probability model (English)
0 references
10 December 2007
0 references
credit risk
0 references
default probability
0 references
Merton-Vasicek model
0 references
calibration
0 references
