Default Estimation for Low-Default Portfolios

Nicholas M Kiefer

Paperback (31 Dec 2014)

$18.74

In Stock

Add to basket

Includes delivery to the United States

10+ copies available online - Usually dispatched within 7 days

Publisher's 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 an attractive option.

Book information

ISBN:	9781505309201
Publisher:	Createspace Independent Publishing Platform
Imprint:	Createspace Independent Publishing Platform
Pub date:	31 Dec 2014
Language:	English
Number of pages:	30
Weight:	95g
Height:	280mm
Width:	216mm
Spine width:	2mm