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
Files
Institutions
Kyoto Daigaku
Categories
Finance, Stochastic Process, Financial Risk, Diffusion, Financial Analysis, Risk