Calibration of the default probability model (Q2464231)

From MaRDI portal
Revision as of 21:51, 4 August 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Calibration of the default probability model
scientific article

    Statements

    title
    Calibration of the default probability model (English)
    0 references
    author
    Alexander Kreinin
    0 references
    Ahmed Nagi
    0 references
    publication date
    10 December 2007
    0 references
    zbMATH Keywords
    credit risk
    0 references
    default probability
    0 references
    Merton-Vasicek model
    0 references
    calibration
    0 references

    Identifiers

    zbMATH DE Number
    5219133
    0 references
     
      Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2464231&oldid=2786459"
      Powered by MediaWiki