Valuing retail credit tranches with structural, double mixture models
Year of publication: |
2015
|
---|---|
Authors: | Bae, Taehan ; Iscoe, Ian ; Kim, Changki |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 35.2015, 9, p. 849-867
|
Subject: | Kreditgeschäft | Bank lending | Privatkundengeschäft | Personal banking | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection |
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