Structure and Intensity Based Approach in Credit Risk Models: A Literature Review
Credit Risk modeling has been a subject of considerable research interest for finance and statistical researchers. The quantification of credit risk by assigning measurable and comparable numbers to the likelihood of default or spread risk is a major frontier in modern finance. In this paper we pro...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2017-06-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | https://econjournals.com/index.php/ijefi/article/view/4721 |
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Structure and Intensity Based Approach in Credit Risk Models: A Literature Review
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Structure and Intensity Based Approach in Credit Risk Models: A Literature Review
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Structure and Intensity Based Approach in Credit Risk Models: A Literature Review
Published 2017-06-01
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