MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL (Q3608736)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL |
scientific article |
Statements
MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL (English)
0 references
6 March 2009
0 references
credit risk
0 references
recovery rates
0 references
reduced form model
0 references
filtration reduction
0 references
0 references
0 references
0 references