Dynamic credit models (Q660051)

From MaRDI portal
Revision as of 09:50, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Dynamic credit models
scientific article

    Statements

    title
    Dynamic credit models (English)
    0 references
    author
    Stewart Inglis
    0 references
    Ioana Savescu
    0 references
    Artur Sepp
    0 references
    publication date
    25 January 2012
    0 references
    zbMATH Keywords
    jump-to-default
    0 references
    dynamic credit correlation
    0 references
    factor correlation model
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G40
    0 references
    91G70
    0 references
    62P05
    0 references
    zbMATH DE Number
    6000085
    0 references
    OpenAlex ID
    W2012892823
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q660051&oldid=37159495"
    Powered by MediaWiki