𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Application and evaluation of the fay and rosenzweig long range transport model

✍ Scribed by C.S. Matthias; A.K. Lo

Book ID
113122847
Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
909 KB
Volume
20
Category
Article
ISSN
0004-6981

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Evaluation of tranche in securitization
Evaluation of tranche in securitization and long-range Ising model
✍ K. Kitsukawa; S. Mori; M. Hisakado πŸ“‚ Article πŸ“… 2006 πŸ› Elsevier Science 🌐 English βš– 331 KB

This econophysics work studies the long-range Ising model of a finite system with N spins and the exchange interaction J=N and the external field H as a model for homogeneous credit portfolio of assets with default probability P d and default correlation r d . Based on the discussion on the ðJ; HÞ p