Code: 17372089
Default Estimation for Low-Default Portfolios
by Nicholas M Kiefer
The problem in default probability estimation for low-default portfolios is that there is little reverent historical data information. No amount of data processing can fix this problem. More information is required. Incorporating ... more
- Language:
English - Binding: Paperback
- Number of pages: 30
Publisher: Createspace Independent Publishing Platform, 2014
- More about this
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Book synopsis
The problem in default probability estimation for low-default portfolios is that there is little reverent historical data information. No amount of data processing can fix this problem. More information is required. Incorporating expert opinion formally is
Book details
19.50 €
- Full title: Default Estimation for Low-Default Portfolios
- Author: Nicholas M Kiefer
- Language: English
- Binding: Paperback
- Number of pages: 30
- EAN: 9781505309201
- ISBN: 1505309204
- ID: 17372089
- Publisher: Createspace Independent Publishing Platform
- Weight: 95 g
- Dimensions: 280 × 216 × 2 mm
- Date of publishing: 31. December 2014
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