Methodological Principles of Simulating Asymmetrical Volatility of Corporate Credit Market Dynamics
Анотація
Класифікація
Ідентифікатори
Рецензії (0)
Написати рецензіюРецензій ще немає. Будьте першим!
Схожі роботи
Asymptotic Properties of Parameter Estimators in Fractional Vasicek Model
Схоже за: Financial Risk and Volatility Modeling · Credit Risk and Financial Regulations
Evolutionary Monte Carlo Based Techniques for First Passage Time Problems in Credit Risk and Other Applications in Finance
Схоже за: Financial Risk and Volatility Modeling · Credit Risk and Financial Regulations
MECHANISM FOR OPTIMISING THE PORTFOLIO OF DOMESTIC GOVERNMENT BONDS TAKING INTO ACCOUNT MACROECONOMIC FACTORS
Схоже за: Financial Risk and Volatility Modeling · Credit Risk and Financial Regulations
Risk Management of Dollarization in Banking: Case of Post-Soviet Countries
Схоже за: Banking stability, regulation, efficiency · Credit Risk and Financial Regulations
Predicting Bank Defaults in Ukraine: A Macro-Micro Perspective
Схоже за: Banking stability, regulation, efficiency · Credit Risk and Financial Regulations
Trends in developing a new concept of bank risk management under crisis
Схоже за: Banking stability, regulation, efficiency · Credit Risk and Financial Regulations