haku: @indexterm QUANTITATIVE TECHNIQUES / yhteensä: 178
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| Tekijä: | Kao, D.-L- |
| Otsikko: | Estimating and pricing credit risk: An overview |
| Lehti: | Financial Analysts Journal
2000 : JUL/AUG, VOL. 56:4, p. 50-66 |
| Asiasana: | Risk analysis Credit Pricing Models Quantitative techniques |
| Kieli: | eng |
| Tiivistelmä: | Many sophisticated models for pricing credit risk have been developed. This article reviews the development of modeling and pricing credit risk during the last three decades. The rapid development of quantitative models for credit-risk pricing signifies drastic changes in how credit risk is assessed. |
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