Credit risk and incomplete information: A filtering framework for pricing and risk management (Q2888099)
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scientific article; zbMATH DE number 6039583
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Credit risk and incomplete information: A filtering framework for pricing and risk management |
scientific article; zbMATH DE number 6039583 |
Statements
30 May 2012
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default risk
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partial information
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stochastic filtering
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credit rating
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risk premium
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affine models
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0.8841018080711365
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0.8544639945030212
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0.8417799472808838
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0.8167313933372498
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0.8021917343139648
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