Calibration of the default probability model (Q2464231)

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Calibration of the default probability model
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    Statements

    title
    Calibration of the default probability model (English)
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    author
    Alexander Kreinin
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    Ahmed Nagi
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    publication date
    10 December 2007
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    zbMATH Keywords
    credit risk
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    default probability
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    Merton-Vasicek model
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    calibration
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    describes a project that uses
    BRENT
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    CreditRisk+
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    Identifiers

    zbMATH DE Number
    5219133
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    OpenAlex ID
    W2045249627
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