✦ LIBER ✦

GRAPHICAL MODELS FOR CORRELATED DEFAULTS

✍ Scribed by Ismail Onur Filiz; Xin Guo; Jason Morton; Bernd Sturmfels

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Nonexistence of Markovian time dynamics

✍ Steven N. Evans; Alexandru Hening 📂 Article 📅 2011 🏛 Springer US 🌐 English ⚖ 620 KB

CORRELATED DEFAULTS IN INTENSITY-BASED M

✍ Fan Yu 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 162 KB

A reflection principle for correlated de

✍ Frédéric Patras 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 261 KB

Modeling correlated samples via sparsema

✍ Yi-zhou He, Xi Chen, Hao Wang 📂 Article 📅 2013 🏛 SP Zhejiang University Press 🌐 English ⚖ 755 KB

Default Correlations in the Merton Model

✍ Erlenmaier, U.; Gersbach, H. 📂 Article 📅 2013 🏛 Oxford University Press 🌐 English ⚖ 396 KB

The Law of Large Numbers for self-exciti

✍ Jakša Cvitanić; Jin Ma; Jianfeng Zhang 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 318 KB