Credit risk tools, (numerical methods for finance, university of Limerick 2011).
Year of publication: |
2011-10
|
---|---|
Authors: | Esposito, Francesco Paolo |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | CDS | CDO | default correlation | hazard rates | PD | LGD | Exposure at Default | Potential Future Exosure |
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