Hien Ngoc Ho

affiliation not provided to SSRN

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Scholarly Papers (1)

1.

On the Parameterization of the Creditrisk-Plus Model for Estimating Credit Portfolio Risk

Insurance: Mathematics and Economics, Vol. 42, No. 2, 2008
Number of pages: 24 Posted: 16 Mar 2009
affiliation not provided to SSRN, affiliation not provided to SSRN, Vrije Universiteit Brussel (VUB) and Catholic University of Louvain
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Citation 2

Abstract:

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Basel II, KMV, Asset Correlations, Default Correlations