Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Merge two items
In other projects
MaRDI portal item
Discussion
View source
View history
Purge
English
Log in

A model of credit risk based on cash flow

From MaRDI portal
Publication:2460607
Jump to:navigation, search

DOI10.1016/J.CAMWA.2007.01.033zbMath1235.91083OpenAlexW1969166900MaRDI QIDQ2460607

Capiński, Marek

Publication date: 12 November 2007

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2007.01.033


zbMATH Keywords

structural modelCredit risk


Mathematics Subject Classification ID


Related Items (2)

An efficient approach for calculating default probabilities for cash-flow based project finance with reserve account ⋮ Enterprise credit risk portrait and evaluation from the perspective of the supply chain




Cites Work

  • Modeling credit risk with partial information.
  • Credit risk: Modelling, valuation and hedging




This page was built for publication: A model of credit risk based on cash flow

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:2460607&oldid=15145897"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
This page was last edited on 3 February 2024, at 00:24.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki