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Autor:
Jakub Szotek
Publikováno v:
Annales Universitatis Paedagogicae Cracoviensis: Studia Mathematica, Vol 14, Pp 37-46 (2015)
In the paper we give a mathematical overview of the CreditRisk+ model as a tool used for calculating credit risk in a portfolio of debts and suggest some other applications of the same method of analysis.
Externí odkaz:
https://doaj.org/article/a56baa5502c64e8694aca24c6622bfa8
