A MULTI-STATE VASICEK MODEL FOR CORRELATED DEFAULT RATE AND LOSS SEVERITY

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Bibliographic Details
Main Author:	YANG XIN
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/203043
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-203043
record_format	dspace
spelling	sg-nus-scholar.10635-2030432021-10-13T01:07:55Z A MULTI-STATE VASICEK MODEL FOR CORRELATED DEFAULT RATE AND LOSS SEVERITY YANG XIN MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-13T00:46:42Z 2021-10-13T00:46:42Z 2009 YANG XIN (2009). A MULTI-STATE VASICEK MODEL FOR CORRELATED DEFAULT RATE AND LOSS SEVERITY. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203043
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
description	Bachelor's
author2	MATHEMATICS
author_facet	MATHEMATICS YANG XIN
author	YANG XIN
spellingShingle	YANG XIN A MULTI-STATE VASICEK MODEL FOR CORRELATED DEFAULT RATE AND LOSS SEVERITY
author_sort	YANG XIN
title	A MULTI-STATE VASICEK MODEL FOR CORRELATED DEFAULT RATE AND LOSS SEVERITY
title_short	A MULTI-STATE VASICEK MODEL FOR CORRELATED DEFAULT RATE AND LOSS SEVERITY
title_full	A MULTI-STATE VASICEK MODEL FOR CORRELATED DEFAULT RATE AND LOSS SEVERITY
title_fullStr	A MULTI-STATE VASICEK MODEL FOR CORRELATED DEFAULT RATE AND LOSS SEVERITY
title_full_unstemmed	A MULTI-STATE VASICEK MODEL FOR CORRELATED DEFAULT RATE AND LOSS SEVERITY
title_sort	multi-state vasicek model for correlated default rate and loss severity
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/203043
_version_	1715201212324773888

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