Mathematical Estimation Methods and Models for Industrial Companies
The collateralized debt obligations and credit default swaps applications are shown in this paper. The industry obligations secondary market risk estimation methods are considered in this work. The new methods taking into account statistically significant parameters for industrial credit derivatives...
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| Format: | Article |
| Language: | English |
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EDP Sciences
2021-01-01
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| Series: | EPJ Web of Conferences |
| Online Access: | https://www.epj-conferences.org/articles/epjconf/pdf/2021/02/epjconf_mnps2021_03001.pdf |