Showing 1 - 2 of 2
In this paper we develop a method for coping with credit risk by decomposing this risk into idiosyncratic and Systemic Composents that may be treated separately.
Persistent link: https://www.econbiz.de/10005776629
Agent based models take into account limited rational behaviour of individuals acting on financial markets. Explicit simulation of this behaviour and the resulting interaction of individuals provide a description of aggregate financial market time series. Al-though the outcomes of such...
Persistent link: https://www.econbiz.de/10005776630