Agapitov, Alexander, Ufa State Aviation Technical University, Russian Federation
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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
Contact: ies2017@unitelmasapienza.it