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Stochastic Intensity Margin Modeling of Credit Default Swap PortfoliosStochastic Intensity Margin Modeling of Credit Default Swap Portfolios
- Alternative Title
- Stochastic Intensity Margin Modeling of Credit Default Swap Portfolios
- Authors
- Baeho Kim
- Issue Date
- 2-4월-2016
- Publisher
- Statistical Research Institute, Seoul National University
- Citation
- 2016 Seoul-Tokyo-Stanford Workshop: Financial Statistics and Risk Management
- Conference Name
- 2016 Seoul-Tokyo-Stanford Workshop: Financial Statistics and Risk Management
- Place
- KO
- Conference Date
- 2016-04-01
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