| PDF (498kB) |
- DOI to cite this document:
- 10.5283/epub.13157
Abstract
We develop a quantitative model for structured microfinance instruments, which are regarded as an important means for refinancing microfinance institutions. The quantitative credit risk model presented takes into account the peculiarities of microfinance institutions and can be used for pricing purposes and analyzing the risk inherence in different tranches of a structured microfinance ...
Owner only: item control page
Download Statistics