BibTex RIS Kaynak Göster

Structure and Intensity Based Approach in Credit Risk Models: A Literature Review

Yıl 2017, Cilt: 7 Sayı: 3, 609 - 612, 01.09.2017

Adithi Ramesh C.b Senthil Kumar

https://izlik.org/JA36JX32XN

Öz

Credit Risk modeling has been a subject of considerable research interest for finance and statistical researchers. The quantification of credit risk by assigning measurable and comparable numbers to the likelihood of default or spread risk is a major frontier in modern finance. In this paper we provide a literature review of credit risk models including both structural and intensity based approaches. Our focus is placed on probability of default and hazard rate of time to default.

Anahtar Kelimeler

Credit Risks Defaults Weiner process volatility

Yıl 2017, Cilt: 7 Sayı: 3, 609 - 612, 01.09.2017

Adithi Ramesh C.b Senthil Kumar

https://izlik.org/JA36JX32XN

Öz

Toplam 0 adet kaynakça vardır.

Ayrıntılar

Diğer ID JA57VA95RA
Yazarlar

Adithi Ramesh Bu kişi benim

C.b Senthil Kumar Bu kişi benim

Yayımlanma Tarihi 1 Eylül 2017
IZ https://izlik.org/JA36JX32XN
Yayımlandığı Sayı Yıl 2017 Cilt: 7 Sayı: 3

Kaynak Göster

APA Ramesh, A., & Kumar, C. S. (2017). Structure and Intensity Based Approach in Credit Risk Models: A Literature Review. International Journal of Economics and Financial Issues, 7(3), 609-612. https://izlik.org/JA36JX32XN
AMA 1.Ramesh A, Kumar CS. Structure and Intensity Based Approach in Credit Risk Models: A Literature Review. IJEFI. 2017;7(3):609-612. https://izlik.org/JA36JX32XN
Chicago Ramesh, Adithi, ve C.b Senthil Kumar. 2017. “Structure and Intensity Based Approach in Credit Risk Models: A Literature Review”. International Journal of Economics and Financial Issues 7 (3): 609-12. https://izlik.org/JA36JX32XN.
EndNote Ramesh A, Kumar CS (01 Eylül 2017) Structure and Intensity Based Approach in Credit Risk Models: A Literature Review. International Journal of Economics and Financial Issues 7 3 609–612.
IEEE [1]A. Ramesh ve C. S. Kumar, “Structure and Intensity Based Approach in Credit Risk Models: A Literature Review”, IJEFI, c. 7, sy 3, ss. 609–612, Eyl. 2017, [çevrimiçi]. Erişim adresi: https://izlik.org/JA36JX32XN
ISNAD Ramesh, Adithi - Kumar, C.b Senthil. “Structure and Intensity Based Approach in Credit Risk Models: A Literature Review”. International Journal of Economics and Financial Issues 7/3 (01 Eylül 2017): 609-612. https://izlik.org/JA36JX32XN.
JAMA 1.Ramesh A, Kumar CS. Structure and Intensity Based Approach in Credit Risk Models: A Literature Review. IJEFI. 2017;7:609–612.
MLA Ramesh, Adithi, ve C.b Senthil Kumar. “Structure and Intensity Based Approach in Credit Risk Models: A Literature Review”. International Journal of Economics and Financial Issues, c. 7, sy 3, Eylül 2017, ss. 609-12, https://izlik.org/JA36JX32XN.
Vancouver 1.Adithi Ramesh, C.b Senthil Kumar. Structure and Intensity Based Approach in Credit Risk Models: A Literature Review. IJEFI [Internet]. 01 Eylül 2017;7(3):609-12. Erişim adresi: https://izlik.org/JA36JX32XN