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Stochastic Intensity Margin Modeling of Credit Default Swap Portfolios
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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Baeho Kim | - |
| dc.date.accessioned | 2021-08-28T17:55:56Z | - |
| dc.date.available | 2021-08-28T17:55:56Z | - |
| dc.date.created | 2021-04-22 | - |
| dc.date.issued | 2016-04-02 | - |
| dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/30110 | - |
| dc.publisher | Statistical Research Institute, Seoul National University | - |
| dc.title | Stochastic Intensity Margin Modeling of Credit Default Swap Portfolios | - |
| dc.title.alternative | Stochastic Intensity Margin Modeling of Credit Default Swap Portfolios | - |
| dc.type | Conference | - |
| dc.contributor.affiliatedAuthor | Baeho Kim | - |
| dc.identifier.bibliographicCitation | 2016 Seoul-Tokyo-Stanford Workshop: Financial Statistics and Risk Management | - |
| dc.relation.isPartOf | 2016 Seoul-Tokyo-Stanford Workshop: Financial Statistics and Risk Management | - |
| dc.relation.isPartOf | 2016 Seoul-Tokyo-Stanford Workshop: Financial Statistics and Risk Management | - |
| dc.citation.title | 2016 Seoul-Tokyo-Stanford Workshop: Financial Statistics and Risk Management | - |
| dc.citation.conferencePlace | KO | - |
| dc.citation.conferenceDate | 2016-04-01 | - |
| dc.type.rims | CONF | - |
| dc.description.journalClass | 2 | - |
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