Risk-Neutral Distribution and Alternative Credit Exposure Modeling

Risk-Neutral Distribution and Alternative Credit Exposure Modeling

Master's

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Bibliographic Details
Main Author: SONG CHAORAN
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Theses and Dissertations
Language:English
Published: 2014
Subjects:
BKM method, Risk-neutral moments, Normal Inverse Gaussian, Credit Risk Exposure, Credit Value Adjustment, prudential valuation
Online Access:http://scholarbank.nus.edu.sg/handle/10635/52004
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Institution: National University of Singapore
Language: English

Internet

http://scholarbank.nus.edu.sg/handle/10635/52004

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