Analytical solution for the loss distribution of a collateralized loan under a quadratic Gaussian default intensity process
著者
書誌事項
Analytical solution for the loss distribution of a collateralized loan under a quadratic Gaussian default intensity process
（IMES discussion paper series, no. 2011-E-20）
Institute for Monetary and Economic Studies, Bank of Japan, 2011
- タイトル別名
-
IMES
大学図書館所蔵 全3件
この図書・雑誌をさがす
注記
Cover title
Bibliography: p. 19-20