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Presentation . 2023
License: CC BY
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Other literature type . 2023
License: CC BY
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Presentation . 2023
License: CC BY
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Credit Default Simulator

descriptionPublicationkeyboard_double_arrow_right Presentation , Other literature type 16 Jan 2023 English Publisher:Zenodo
Authors: Lee, David;

doi: 10.5281/zenodo.7542156 , 10.5281/zenodo.7542155

Credit Default Simulator

Abstract

The credit default simulator is based on a simplified version credit risk methodology, extended to multiple periods. Beginning with a portfolio of assets, which are assumed to be in one-to-one correspondence with names, the model simulates a change in the value of the name for each period.

https://ia904702.us.archive.org/7/items/monte-carlo-bgm/MonteCarloBgm.pdf

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Credit Default Simulator

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
views
OpenAIRE UsageCountsViews provided by UsageCounts
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