The probability distribution of the number of defaults plays an important role in pricing problems of multiple-name credit derivatives. When the group size gets large, it becomes increasingly ...
We plan to run the workshop in hybrid form with a considerable number of participants present in Münster and video transmission to the outside world. This workshop intends to be a first meeting point ...
The probability of ending in round n is the probability of not ending in any previous round, times the probability of ending in this round. You might expect this to be infinite, but the weights on the ...
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