Data for: A New Approach to Estimating Loss-Given-Default Distribution

Published: 29 September 2022| Version 2 | DOI: 10.17632/m7c43ww7fm.2
Contributor:
Rusudan Kevkhishvili

Description

MATLAB codes used for the numerical analysis in the article "A New Approach to Estimating Loss-Given-Default Distribution" (Masahiko Egami, Rusudan Kevkhishvili) together with the Excel file of estimation results

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Institutions

Kyoto Daigaku

Categories

Finance, Stochastic Process, Financial Risk, Diffusion, Financial Analysis, Risk

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