Beyond Hazard Rates: A New Framework for Credit-Risk Modelling (Q5072613): Difference between revisions
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Revision as of 18:40, 5 March 2024
scientific article; zbMATH DE number 7516337
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Beyond Hazard Rates: A New Framework for Credit-Risk Modelling |
scientific article; zbMATH DE number 7516337 |
Statements
Beyond Hazard Rates: A New Framework for Credit-Risk Modelling (English)
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29 April 2022
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credit risk
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credit derivatives
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incomplete information
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information-based asset pricing
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market filtration
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Bayesian inference
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Brownian bridge process
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