Approximating independent loss distributions with an adjusted binomial distribution
Dominic O'Kane
Year of publication: |
2011
|
---|---|
Authors: | O'Kane, Dominic |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Incisive Media, ISSN 1744-6619, ZDB-ID 21704223. - Vol. 7.2011/12, 4, p. 103-117
|
Saved in:
Saved in favorites
Similar items by person
-
The Lehman Brothers guide to exotic credit derivatives
O'Kane, Dominic, (2003)
-
Modelling single-name and multi-name credit derivatives
O'Kane, Dominic, (2008)
-
Oxford Handbook of Credit Derivatives
O'Kane, Dominic, (2014)
- More ...