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Modélisation du risque de crédit

Modélisation du risque de crédit

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Published by: Theonlyone01 on Nov 13, 2011
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04/10/2013

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Cr´edit Agricole SADirection des Risques du GroupeGroupe de Recherche Op´erationnelle
1
Moelisation du risque de cr´edit
DEA de Statistique et Mod`eles al´eatoires en ´economie et financeUniversit´e Paris 7 Universit´e Paris 1David KURTZ
2
& Thomas B. PIGNARDMots-clefs
: Risque de cr´edit, mod`eles structurels, mod`eles `a forme eduite, copules,produits eriv´es de cr´edit.
1
Le Centorial, 18 rue du 4 septembre,
75002
Paris.
2
david.kurtz@creditlyonnais.fr
 
Hey, teacher, leave those kids alone!Pink Floyd, “The Wall” (1979)

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