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Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Default Estimation for Low-Default Portfolios

Default Estimation for Low-Default Portfolios

Paperback

General Reference

ISBN10: 1505309204
ISBN13: 9781505309201
Publisher: Createspace
Published: Dec 31 2014
Pages: 30
Weight: 0.21
Height: 0.06 Width: 8.50 Depth: 11.02
Language: English
The problem in default probability estimation for low-default portfolios is that there is little reverent historical data information. No amount of data processing can fix this problem. More information is required. Incorporating expert opinion formally is an attractive option.

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General Reference