osteocytes
发表于 2025-3-27 00:50:16
https://doi.org/10.1007/978-3-319-94688-7python code; monte carlo; financial engineering; model risk; risk modeling; default risk; binomial models;
BLANC
发表于 2025-3-27 03:13:01
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采纳
发表于 2025-3-27 09:22:25
Wettbewerbsorientierte Portfolios,his chapter thus begins by explaining the purview of credit-risk perspectives adopted, or scope, in the following discussion. The subsequent chapters, to be clear, consider static, structural and reduced-form, credit-risk models in a portfolio setting from a predominately risk-management perspective
一再烦扰
发表于 2025-3-27 11:19:57
Bestehende und potenzielle Wettbewerber,dent Bernoulli trials, a binomial default-loss distribution emerges. A critical assumption of this introductory approach, however, is statistical independence between the default of various obligors in one’s portfolio. While of great mathematical convenience, this is an indefensible supposition. Not
synovium
发表于 2025-3-27 16:51:55
Bestehende und potenzielle Wettbewerber,ing, but the tails of the associated loss distribution are overly thin and its asymptotic behaviour is simply too well behaved. This chapter offers a family of approaches—generally referred to as mixture or actuarial models—to address each of these shortcomings. The principle idea behind this new me
choleretic
发表于 2025-3-27 17:46:32
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blight
发表于 2025-3-27 22:26:15
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achlorhydria
发表于 2025-3-28 03:11:13
Nichtmetallisch-anorganische Werkstoffe,sions. Regulators, in a slightly alternative context, perform a similar task. They face, however, a rather different set of constraints and objectives. Regulators, in fact, use standardized models to promote fairness, a level playing field, monitor the solvency of individual entities, and enhance ov
exceed
发表于 2025-3-28 09:46:42
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Exclaim
发表于 2025-3-28 14:16:41
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