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Probability of default calibration for low default portfolios: revisiting the Bayesian approach

Thesis (MCom)--Stellenbosch University, 2016

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Bibliographic Details
Main Author:	Venter, Edward Stevens
Other Authors:	Conradie, W. J.
Format:	Thesis
Language:	en_ZA
Published:	Stellenbosch : Stellenbosch University 2016
Subjects:	Probability of default (PD) Low default portfolios (LDP) Credit risk Financial risk management Bayesian statistics UCTD
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Internet

http://hdl.handle.net/10019.1/98723