Entropy measure of credit risk in highly correlated markets (Q1620628)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Entropy measure of credit risk in highly correlated markets |
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Entropy measure of credit risk in highly correlated markets (English)
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13 November 2018
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structural models of default risk
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single and multi-factor models
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asset correlation
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entropy
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Jeffreys-Kullback-Leibler divergence
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random correlation matrices
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financial regulation
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