4. Economy
  5. Quantitative Finance
  6. Risk Management

Alexander F. R. Koivusalo

Economy – Quantitative Finance – Risk Management

Scientist

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Calibration of structural and reduced-form recovery models

Economy – Quantitative Finance – Risk Management
Scientific paper

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Dependence of defaults and recoveries in structural credit risk models

Economy – Quantitative Finance – Risk Management
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Empirical Evidence for the Structural Recovery Model

Economy – Quantitative Finance – Risk Management
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Profile ID: LFWR-SCP-P-135335

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