Calibration of the default probability model (Q2464231)
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scientific article; zbMATH DE number 5219133
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Calibration of the default probability model |
scientific article; zbMATH DE number 5219133 |
Statements
Calibration of the default probability model (English)
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10 December 2007
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credit risk
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default probability
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Merton-Vasicek model
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calibration
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0.7607236504554749
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0.7577375769615173
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0.75754314661026
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0.7559698820114136
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0.7551167011260986
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