Title: Portfolio Credit Risk: Top‐Down versus Bottom‐Up Approaches
Abstract: Chapter 10 Portfolio Credit Risk: Top-Down versus Bottom-Up Approaches Kay Giesecke, Kay GieseckeSearch for more papers by this author Kay Giesecke, Kay GieseckeSearch for more papers by this author Book Editor(s):Rama Cont, Rama ContSearch for more papers by this author First published: 27 October 2008 https://doi.org/10.1002/9781118266915.ch10Citations: 12 AboutPDFPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShareShare a linkShare onFacebookTwitterLinked InRedditWechat Summary This chapter contains sections titled: Introduction Portfolio Credit Models Information and Specification Default Distribution Calibration Conclusion Citing Literature Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling RelatedInformation
Publication Year: 2008
Publication Date: 2008-10-27
Language: en
Type: other
Indexed In: ['crossref']
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Cited By Count: 25
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