The following pages link to Dynamic credit models (Q660051):
Displaying 11 items.
- The crash-NIG factor model (Q487572) (← links)
- A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches (Q506065) (← links)
- Samsung card lending model (Q992634) (← links)
- Credit portfolios, credibility theory, and dynamic empirical Bayes (Q1952686) (← links)
- Linear credit risk models (Q2282965) (← links)
- Dynamic credit quality evaluation with social network data (Q2337027) (← links)
- Calibration of the default probability model (Q2464231) (← links)
- Efficient solution of structural default models with correlated jumps and mutual obligations (Q2804497) (← links)
- A structural jump threshold framework for credit risk (Q2819097) (← links)
- A Model of Pairwise Credit (Q4211626) (← links)
- Gross Credit Flows (Q5692945) (← links)