Analytical solution for expected loss of a collateralized loan : a square-root intensity process negatively correlated with collateral value
CiNii
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Bibliographic Information
- Title
- "Analytical solution for expected loss of a collateralized loan : a square-root intensity process negatively correlated with collateral value"
- Statement of Responsibility
- Satoshi Yamashita and Toshinao Yoshiba
- Publisher
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- Institute for Monetary and Economic Studies, Bank of Japan
- Publication Year
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- 2010
- Book size
- 30 cm
- Other Title
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- IMES
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Notes
Cover title
Bibliography: p. 18-19
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Details 詳細情報について
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- CRID
- 1130282271476807680
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- NII Book ID
- BB05392532
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- Text Lang
- en
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- Country Code
- ja
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- Title Language Code
- en
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- Place of Publication
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- Tokyo
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- Classification
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- DC: 332
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- Data Source
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- CiNii Books