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A Comparative Anatomy of Credit Risk Models
  • Language: en
  • Pages: 28

A Comparative Anatomy of Credit Risk Models

  • Type: Book
  • -
  • Published: 1998
  • -
  • Publisher: Unknown

None

Granularity Adjustment for Mark-to-market Credit Risk Models
  • Language: en
  • Pages: 37

Granularity Adjustment for Mark-to-market Credit Risk Models

  • Type: Book
  • -
  • Published: 2010
  • -
  • Publisher: Unknown

None

A Risk-factor Model Foundation for Ratings-based Bank Capital Rules
  • Language: en
  • Pages: 50

A Risk-factor Model Foundation for Ratings-based Bank Capital Rules

  • Type: Book
  • -
  • Published: 2002
  • -
  • Publisher: Unknown

None

Nested Simulation in Portfolio Risk Measurement
  • Language: en
  • Pages: 44

Nested Simulation in Portfolio Risk Measurement

  • Type: Book
  • -
  • Published: 2008
  • -
  • Publisher: Unknown

None

Constant Proportion Debt Obligations
  • Language: en
  • Pages: 27

Constant Proportion Debt Obligations

  • Type: Book
  • -
  • Published: 2010
  • -
  • Publisher: Unknown

None

On the Distribution of a Discrete Sample Path of a Square-root Diffusion
  • Language: en
  • Pages: 11

On the Distribution of a Discrete Sample Path of a Square-root Diffusion

  • Type: Book
  • -
  • Published: 2012
  • -
  • Publisher: Unknown

None

Capital Structure and Firm Performance
  • Language: en
  • Pages: 30
A Generalization of Generalized Beta Distributions
  • Language: en

A Generalization of Generalized Beta Distributions

  • Type: Book
  • -
  • Published: 1998
  • -
  • Publisher: Unknown

None