Suchergebnisse - "Mathematical Methods and Programming: General"

Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP) von Avesani, Renzo G, Liu, Kexue, Mirestean, Alin

“… The paper presents the basic Credit Risk+ model, and proposes some modifications. This model could be useful in the stress-testing financial sector assessments …”
Volltext