Evaluation of the Financial Derivative Risk from the Probability of Default Angle.
Degong MaYancun ChanYang WeiPublished in: EMS (2009)
Keyphrases
- risk management
- decision making
- probability distribution
- financial crisis
- conditional probabilities
- portfolio optimization
- credit risk
- commercial banks
- data mining
- real time
- stock market
- evaluation methods
- risk analysis
- chance constraints
- portfolio management
- evaluation process
- evaluation criteria
- evaluation method
- case study