Does modeling framework matter? A comparative study of structural and reduced-form models (Q2447508)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Does modeling framework matter? A comparative study of structural and reduced-form models |
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Does modeling framework matter? A comparative study of structural and reduced-form models (English)
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25 April 2014
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credit risk
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structural models
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reduced-form models
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default intensity
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stationary leverage
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credit default swaps
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