Predicting credit default swap prices with financial and pure data-driven approaches (Q2866383)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Predicting credit default swap prices with financial and pure data-driven approaches |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predicting credit default swap prices with financial and pure data-driven approaches |
scientific article |
Statements
Predicting credit default swap prices with financial and pure data-driven approaches (English)
0 references
13 December 2013
0 references
credit risk
0 references
credit default swaps
0 references
credit derivatives
0 references
support vector machines regression
0 references
structural credit risk models
0 references
reduced-form credit risk models
0 references
