Modeling credit portfolio derivatives, including both a default and a prepayment feature (Q6570852)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Modeling credit portfolio derivatives, including both a default and a prepayment feature |
scientific article; zbMATH DE number 7879682
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling credit portfolio derivatives, including both a default and a prepayment feature |
scientific article; zbMATH DE number 7879682 |
Statements
Modeling credit portfolio derivatives, including both a default and a prepayment feature (English)
0 references
10 July 2024
0 references
portfolio default and prepayment model
0 references
prepayment risk
0 references
default risk
0 references
Archimedean copula
0 references
0 references
0 references
