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52

EOR
2008

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Calibration of the default probability model

15 years 3 months ago

Calibration of the default probability model

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In this paper, we study the calibration problem for the Merton

Alexander Y. Kreinin, Ahmed Nagi

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Conditional Default Probability | Default Probability Model | EOR 2008 | MertonVasicek Default Probability |

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Added	10 Dec 2010
Updated	10 Dec 2010
Type	Journal
Year	2008
Where	EOR
Authors	Alexander Y. Kreinin, Ahmed Nagi

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