基本説明
Questions like the choice of an appropriate model, suitable parameter estimation and calibration techniques are addressed.
Full Description
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 Objectives, Structure, and S:ummary . . . . . . . . . . . . . . . . . . . . . . 13 . 2 Definition and Elements of Credit Risk . 13 . 14 . 1 The Historical Method . 15 .