PROBABILITY DENSITY OF RECOVERY RATE GIVEN DEFAULT OF A FIRM’S DEBT AND ITS CONSTITUENT TRANCHES (Q5281719)
From MaRDI portal
scientific article; zbMATH DE number 6752338
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PROBABILITY DENSITY OF RECOVERY RATE GIVEN DEFAULT OF A FIRM’S DEBT AND ITS CONSTITUENT TRANCHES |
scientific article; zbMATH DE number 6752338 |
Statements
PROBABILITY DENSITY OF RECOVERY RATE GIVEN DEFAULT OF A FIRM’S DEBT AND ITS CONSTITUENT TRANCHES (English)
0 references
26 July 2017
0 references
recovery rate given default
0 references
structured securities
0 references
credit risk modeling
0 references
mixed random variable
0 references
stochastic dominance
0 references
0 references
