ON SOME INCONSISTENCIES IN MODELING CREDIT PORTFOLIO PRODUCTS (Q3503046)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON SOME INCONSISTENCIES IN MODELING CREDIT PORTFOLIO PRODUCTS |
scientific article |
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ON SOME INCONSISTENCIES IN MODELING CREDIT PORTFOLIO PRODUCTS (English)
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20 May 2008
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credit risk modeling
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credit default swap
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survival probability curve
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\(K\)th-to-default
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conditional probability
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