Decoding Entropy

Since its evolution, the concept of Entropy has been applied in various fields like Computer Science, Quantitative Finance, Physics etc. The definition of Entropy has slightly different meanings depending on the field of science to which it is being applied. This paper aims to examine the concept of Entropy and its application in Credit Risk Model Development and Validation.

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Year of publication:	2013-05-20
Authors:	Mhaskar, Tejas
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	entropy \| credit risk \| model validation

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C49 - Econometric and Statistical Methods: Special Topics. Other
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011109359