NORTA for portfolio credit risk (Q2288893)
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scientific article; zbMATH DE number 7153532
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | NORTA for portfolio credit risk |
scientific article; zbMATH DE number 7153532 |
Statements
NORTA for portfolio credit risk (English)
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20 January 2020
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finance
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portfolio credit risk
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factor models
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norta
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numerical integration
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Monte Carlo simulation
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0.7919881343841553
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0.769895613193512
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0.7602379322052002
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0.7219744920730591
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0.7172383069992065
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