Data for: A New Approach to Estimating Loss-Given-Default Distribution
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资源简介:
MATLAB codes used for the numerical analysis in the article "A New Approach to Estimating Loss-Given-Default Distribution" (Masahiko Egami, Rusudan Kevkhishvili) together with the Excel file of estimation results
用于论文《估算违约损失率(Loss-Given-Default)分布的新方法》(Masahiko Egami、Rusudan Kevkhishvili 合著)中数值分析的MATLAB代码,以及包含估计结果的Excel文件
创建时间:
2022-09-29



