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Harvey Stein

Likes
75
Date
2022/05/17
Image Link
https://media-exp1.licdn.com/dms/image/sync/C4E27AQGdlaNFuAfbPA/articleshare-shrink_480/0/1652735941669?e=1653426000&v=beta&t=rVTsVL_ZTtDW19laMG9Pnua-Ubr56hz1cPck7XM7XI8
ML Score
5
Job
Bloomberg LP | Head, Quantitative Risk Analytics
Content
Our white paper on default modeling is on https://lnkd.in/eUMAPYHU. Nick Costanzino, Albert Cohen and I found that looking at stopping times in terms of their conditional survival curves yields a general framework for default modeling that encompasses both structural and reduced form models. Moreover, whether the stopping time is predictable or totally inaccessible can be directly read off of the survival curves.#default #creditrisk #stoppingtime #predictable #inaccessible #whitepaper
Property
Integromat
Link
https://www.linkedin.com/feed/update/urn:li:activity:6932077933444407296
Comments
1
Type
Post
Profile
https://www.linkedin.com/in/harveyjstein/
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