Work

Approach for Multi-Period PD Calibration for LDP Portfolios.

Year: 2014

Type: preprint

Source: viXra

Authors: Denis Surzhko, Rainer Glaser

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W206514065

Cites: 1

Cited by: 3

Related to: 10