Título: Glide Rule / Florin Ginghina, Advait Kapadia
Autor: Ginghina, Florin
Notas: Sumario: Since Markowitz's concept of diversifi cation was introduced in the 1950s, statistical models have been widely used to assess market and credit risk. We explore the evolution of these models and their application in the context of assessing the risk of credit migration and default.
Autores secundarios: Kapadia, Advait
Otras clasificaciones: 6
Derechos: In Copyright (InC): http://rightsstatements.org/vocab/InC/1.0/