Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Greg M. Gupton"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1dee4865c648d53dfa71ff8e184df388
https://doi.org/10.2139/ssrn.3965766
https://doi.org/10.2139/ssrn.3965766
Autor:
Greg M. Gupton
Publikováno v:
Economic Notes. 34:185-230
We describe LossCalc™ version 2.0: the Moody's KMV model to predict loss given default (LGD), the equivalent of (1 − recovery rate). LossCalc is a statistical model that applies multiple predictive factors at different information levels: collate
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b36e822821aff47dd6f21916860aa36b
https://doi.org/10.1111/j.0391-5026.2005.00149.x
https://doi.org/10.1111/j.0391-5026.2005.00149.x
Autor:
Mirela Predescu, Rutang Thanawalla, Greg M. Gupton, Ahmet Kocagil, Alexander Reyngold, Wei Liu
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5e2ce37b3402580cf145ef8d84c655b1
https://doi.org/10.2139/ssrn.1342062
https://doi.org/10.2139/ssrn.1342062
Autor:
Greg M. Gupton
Publikováno v:
Quantitative Finance. 12:691-692
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bb9fd6261d4c0722a5a833b2a0b6e987
https://doi.org/10.1080/14697688.2012.662595
https://doi.org/10.1080/14697688.2012.662595