✦ LIBER ✦

Comparison of modeling methods for Loss Given Default

✍ Scribed by Min Qi; Xinlei Zhao

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Benchmarking regression algorithms for l

✍ Gert Loterman; Iain Brown; David Martens; Christophe Mues; Bart Baesens 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 273 KB

Loss given default models incorporating

✍ Tony Bellotti; Jonathan Crook 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 679 KB

Loss given default models incorporating

✍ Tony Bellotti; Jonathan Crook 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 679 KB

Advancing Loss Given Default Prediction

✍ Greg M. Gupton 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 713 KB

Loss given default of high loan-to-value

✍ Min Qi; Xiaolong Yang 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 320 KB

An explicit model of default time with g

✍ Monique Jeanblanc; Shiqi Song 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 356 KB