CREDIT RISK ASSESSMENT IN SHIFTED LOGNORMAL MODEL and risk-neutral
probability of
default for Merton model of
default. The issues of credit risk assessment
Survival analysis in credit scoring the challenge of
predicting loan
default probabilities. This article explores Survival Analysis, a statistical
On credit risk assessment in shifted lognormal model and risk-neutral
probability of
default for Merton model of
default. The issues of credit risk assessment
Methods of preparing for the development of a scoring model for P2P lending indicators of the
probability of
default, proposed an improved method for assessing the quality
Defaults and infinite prices in a stochastic pure exchange modelDefaults and infinite prices in a stochastic pure exchange model
The role of credit default swaps in the global crisisThe role of credit
default swaps in the global crisis