Recovery rates in investment-grade pools of credit assets: A large deviations analysis

✍ Scribed by Konstantinos Spiliopoulos; Richard B. Sowers

• Book ID: 113914787
• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 430 KB
• Volume: 121
• Category: Article
• ISSN: 0304-4149
• DOI: 10.1016/j.spa.2011.08.005