Analysis of loss given default
Year of publication: |
2013
|
---|---|
Authors: | Höchstötter, Markus ; Nazemi, Abdolreza |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 10.2013, 4, p. 70-79
|
Subject: | loss given default | recovery rate | GLM | beta distribution | beta kernels | SVM | credit default swaps | Kreditrisiko | Credit risk | Finanzdienstleistung | Financial services | Kreditderivat | Credit derivative | Insolvenz | Insolvency | Betafaktor | Beta risk | CAPM |
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