PROBABILITY DENSITY OF RECOVERY RATE GIVEN DEFAULT OF A FIRM’S DEBT AND ITS CONSTITUENT TRANCHES (Q5281719): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Credit risk: Modelling, valuation and hedging / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: CLUSTER-BASED EXTENSION OF THE GENERALIZED POISSON LOSS DYNAMICS AND CONSISTENCY WITH SINGLE NAMES / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3412547 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Implied recovery / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5724171 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Pricing credit derivatives under stochastic recovery in a hybrid model / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Stochastic Dominance / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Modelling repayment patterns in the collections process for unsecured consumer debt: a case study / rank | |||
Normal rank |
Latest revision as of 05:07, 14 July 2024
scientific article; zbMATH DE number 6752338
Language | Label | Description | Also known as |
---|---|---|---|
English | PROBABILITY DENSITY OF RECOVERY RATE GIVEN DEFAULT OF A FIRM’S DEBT AND ITS CONSTITUENT TRANCHES |
scientific article; zbMATH DE number 6752338 |
Statements
PROBABILITY DENSITY OF RECOVERY RATE GIVEN DEFAULT OF A FIRM’S DEBT AND ITS CONSTITUENT TRANCHES (English)
0 references
26 July 2017
0 references
recovery rate given default
0 references
structured securities
0 references
credit risk modeling
0 references
mixed random variable
0 references
stochastic dominance
0 references
0 references