Consistent information multivariate density optimizing methodology
Year of publication: |
2006-03-17
|
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Authors: | Segoviano, Miguel A. |
Institutions: | London School of Economics (LSE) |
Subject: | Portfolio credit risk | Profit and loss distribution | Density optimization | Entropy distribution | Probabilities of default |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Discussion paper, 557 49 pages |
Classification: | F3 - International Finance ; G3 - Corporate Finance and Governance ; J1 - Demographic Economics |
Source: |
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