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Default Estimation for Low-Default Portfolios

Language EnglishEnglish
Book Paperback
Book Default Estimation for Low-Default Portfolios Nicholas M Kiefer
Libristo code: 17372089
Publishers Createspace Independent Publishing Platform, December 2014
The problem in default probability estimation for low-default portfolios is that there is little rev... Full description
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The problem in default probability estimation for low-default portfolios is that there is little reverent historical data information. No amount of data processing can fix this problem. More information is required. Incorporating expert opinion formally is

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About the book

Full name Default Estimation for Low-Default Portfolios
Author Nicholas M Kiefer
Language English
Binding Book - Paperback
Date of issue 2014
Number of pages 30
EAN 9781505309201
ISBN 1505309204
Libristo code 17372089
Publishers Createspace Independent Publishing Platform
Weight 95
Dimensions 216 x 280 x 2

Categories

Reference, Information & Interdisciplinary subjects > Encyclopaedias & reference works
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