CREDIT RISK TOOLS: AN OVERVIEW
Year of publication: |
2011
|
---|---|
Authors: | Esposito, Francesco P. |
Published in: |
Journal of Advanced Studies in Finance. - ASERS Publishing. - Vol. II.2011, 1, p. 18-25
|
Publisher: |
ASERS Publishing |
Subject: | interest rate swap | spot rate term structure | credit default swap | probability of default | copula function | direct convolution | loss given default | collateralized debt obligation | exposure at default | stochastic cash-flow stream model | value at risk | credit value at risk | future potential exposure | Monte Carlo simulation |
-
Credit risk tools: an overview
Esposito, Francesco Paolo, (2010)
-
CREDIT RISK TOOLS. AN OVERVIEW
ESPOSITO, Francesco P., (2011)
-
Contagion effect of financial crisis on OECD stock markets
Kazi, Irfan Akbar, (2011)
- More ...
-
Multiple hypothesis testing of market risk forecasting models
Esposito, Francesco P., (2016)
-
CREDIT RISK TOOLS. AN OVERVIEW
ESPOSITO, Francesco P., (2011)
- More ...