DefaultRisk.com the web's biggest credit risk modeling resource.

Credit Jobs

Home Glossary Links FAQ / About Site Guide Search
AMS 62H12


Submit Your Paper

In Rememberance: World Trade Center (WTC)

AMS Classification 62H12
"Estimation"

These are all the papers that have the " 62H12 " classification. Note that not all authors/journals assign MSC codes.     (sorted by date)

An Econometric Model to Quantify Benchmark Downturn LGD on Residential Mortgages
by Marco Morone of Intesa Sanpaolo, and
Marco Cornaglia of Intesa Sanpaolo
(499K PDF) -- 28 pages -- May 28, 2010

Non-parametric Estimation of Elliptical Copulae With Application to Credit Risk
by Krassimir Kostadinov of the Munich University of Technology
(458K PDF) -- 37 pages -- April 10, 2005

 

[Home] [AMS Classification]

 

[ Home ] [ Search ]

Please contact me with problems or suggestions.
Copyright 2000-2013 DefaultRisk.com