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Dynamic credit models - MaRDI portal

Dynamic credit models (Q660051)

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scientific article; zbMATH DE number 6000085
Language Label Description Also known as
English
Dynamic credit models
scientific article; zbMATH DE number 6000085

    Statements

    title
    Dynamic credit models (English)
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    author
    Stewart Inglis
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    Ioana Savescu
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    Artur Sepp
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    Alexander Lipton
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    publication date
    25 January 2012
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    zbMATH Keywords
    jump-to-default
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    dynamic credit correlation
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    factor correlation model
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    Identifiers

    Mathematics Subject Classification ID
    91G40
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    91G70
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    62P05
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    zbMATH DE Number
    6000085
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    OpenAlex ID
    W2012892823
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