搜索结果: 1-1 共查到“经济学 Large Portfolios”相关记录1条 . 查询时间(0.14 秒)
Default Clustering in Large Portfolios: Typical and Atypical Events
Large Portfolios Default Clustering Typical Atypical Events
2011/7/22
Abstract: We develop a dynamic point process model of correlated default timing in a portfolio of firms, and analyze typical and atypical default profiles in the limit as the size of the pool grows. I...