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scientific article; zbMATH DE number 2096687
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 2096687 |
Statements
6 September 2004
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structural model
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hazard rate model
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default intensity
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credit ratings model
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credit rating transition matrix
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KMV model
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CreditMetrics
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credit derivatives
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