Q3569560 (Q3569560): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:08, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
21 June 2010
0 references
credit risk
0 references
probability of default
0 references
correlation
0 references
correlated defaults
0 references
Merton's model
0 references
credit derivatives
0 references
CDO
0 references
coherent risk measure
0 references
copula
0 references
