BOOK-CHAPTER
Conditional Default Probability and Density
Keywords:
Copula (linguistics) Conditional probability Conditional probability distribution Econometrics Probability density function Mathematics Construct (python library) Conditional expectation Measure (data warehouse) Regular conditional probability Computer science Statistics Probability mass function Data mining
Metrics
13
Cited By
8.64
FWCI (Field Weighted Citation Impact)
17
Refs
0.97
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
Credit Risk and Financial Regulations
Social Sciences → Economics, Econometrics and Finance → Finance
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
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