A dynamic binomial expansion technique for credit risk measurement: a Bayesian filtering approach (Q4673736)
From MaRDI portal
scientific article; zbMATH DE number 2166447
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dynamic binomial expansion technique for credit risk measurement: a Bayesian filtering approach |
scientific article; zbMATH DE number 2166447 |
Statements
A dynamic binomial expansion technique for credit risk measurement: a Bayesian filtering approach (English)
0 references
9 May 2005
0 references
credit risk measurement
0 references
binomial expansion technique (BET)
0 references
default probabilities
0 references
Bayesian filtering method
0 references
value at risk (VaR)
0 references
