Search results with tag "Calibration of pd term structures"

Calibration of PD Term Structures: To Be Markov Or Not To Be

Calibration of PD Term Structures: To Be Markov Or Not To Be Christian Bluhm (Credit Suisse) and Ludger Overbeck (University of Giessen) November 19, 2006

  Terms, Calibration, Structure, Calibration of pd term structures