Default Estimation for Low-Default Portfolios (Paperback) (ISBN-13: 9781505309201)

The problem in default probability estimation for low-default portfolios is that there is little reverent historical data information. No amount of data processing can fix this problem. More information is required. Incorporating expert opinion formally is an attractive option.

Author: Nicholas M. Kiefer
ISBN-10: 1505309204
ISBN-13: 9781505309201
Publisher: Createspace Independent Publishing Platform
Language: English
Published: 12/31/2014
Pages: 30
Format: Paperback
Weight: 0.21lbs
Size: 11.02h x 8.50w x 0.06d