AN INFINITE FACTOR MODEL FOR CREDIT RISK (Q3379409)
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scientific article; zbMATH DE number 5017903
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | AN INFINITE FACTOR MODEL FOR CREDIT RISK |
scientific article; zbMATH DE number 5017903 |
Statements
AN INFINITE FACTOR MODEL FOR CREDIT RISK (English)
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6 April 2006
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credit risk
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forward rates
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SDE on Hilbert spaces
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infinite dimensional models
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ratings
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random fields
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0.8355673551559448
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0.8047789931297302
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0.7964717745780945
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0.7927420735359192
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