Francesca Campolongo: 1 book
by Francesca Campolongo, Henrik Jönsson, Wim Schoutens
Language: English
Release Date: September 5, 2012
Language: English
Release Date: September 5, 2012
The book draws on current research on model risk and parameter sensitivity of securitisation ratings. It provides practical ideas and tools that can facilitate a more informed usage of securitisation ratings. We show how global sensitivity analysis techniques can be used to better analyse and to enhance...
