Modelování kreditního rizika pro účely solventnosti pojišťoven
In this work we study credit risk pricing models from an information based pespective. This perspective implies that to distinguish which model is applicable, structural or reduced form, one needs to understand what information is available to the modeler. We also deal with a new information-based f...
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| Format: | Dissertation |
| Language: | Czech |
| Published: |
2009
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| Online Access: | http://www.nusl.cz/ntk/nusl-275305 |