Credit risk model with contagious default dependencies affected by macro-economic condition (Q2275829)
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scientific article; zbMATH DE number 5937697
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Credit risk model with contagious default dependencies affected by macro-economic condition |
scientific article; zbMATH DE number 5937697 |
Statements
Credit risk model with contagious default dependencies affected by macro-economic condition (English)
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10 August 2011
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finance
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pricing
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risk analysis
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systems dynamics
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0.8148893713951111
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0.8053662180900574
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0.7803449630737305
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0.7802605032920837
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0.7790108323097229
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