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- W2371352836 abstract "Based on the hypothesis of the default conditions and the analysis of the payoff functions, authors construct a new model to predict the united default frequency of the credit derivatives. Furthermore, the authors applies the new model to the analysis of the credit derivatives to the risk management of the business banks in China. " @default.
- W2371352836 created "2016-06-24" @default.
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- W2371352836 date "2003-01-01" @default.
- W2371352836 modified "2023-09-24" @default.
- W2371352836 title "Measuring the Credit Risk of the Credit Derivative with EDF Model" @default.
- W2371352836 hasPublicationYear "2003" @default.
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