PROBABILITY DENSITY OF RECOVERY RATE GIVEN DEFAULT OF A FIRM’S DEBT AND ITS CONSTITUENT TRANCHES (Q5281719)
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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 |
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PROBABILITY DENSITY OF RECOVERY RATE GIVEN DEFAULT OF A FIRM’S DEBT AND ITS CONSTITUENT TRANCHES (English)
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26 July 2017
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recovery rate given default
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structured securities
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credit risk modeling
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mixed random variable
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stochastic dominance
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