STATISTICS AND DATA SCIENCE: NEW CHALLENGES, NEW GENERATIONS - CON. 13 -Statistics for economics & quantitative risk management for banking&finance -30th June, h.11.30-12.30,room 006
Determination of basis risk multiplier of a borrower default using survival analysis Abstract
GRASPA 2019 is organised with the support of "Dipartimento di Economia", University "G. d'Annnunzio", Chieti-Pescara