✦ LIBER ✦

Modelling stylized features in default rates

✍ Scribed by Emanuele Taufer

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Multiple Ratings Model of Defaultable Te

✍ Tomasz R. Bielecki; Marek Rutkowski 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 257 KB

A stylized exchange rate pass-through mo

✍ Yousefi, Ayoub ;Wirjanto, Tony S. 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 348 KB

Default Recovery Rates in Credit Risk Mo

✍ Edward Altman; Andrea Resti; Andrea Sironi 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 223 KB

QUADRATIC TERM STRUCTURE MODELS FOR RISK

✍ Li Chen; Damir Filipović; H. Vincent Poor 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 174 KB

A fractional credit model with long rang

✍ Biagini, Francesca; Fink, Holger; Klüppelberg, Claudia 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 314 KB

Can default rates in colposcopy really b

✍ L Balasubramani; S Orbell; M Hagger; V Brown; J Tidy 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 82 KB