FLUCTUATION ANALYSIS FOR THE LOSS FROM DEFAULT arXiv:1304.1420v2 [math.PR] 29 May 2013 KONSTANTINOS SPILIOPOULOS, JUSTIN A. SIRIGNANO, AND KAY GIESECKE Abstract. We analyze the fluctuation of the loss from default aroun

Source URL: arxiv.org

• Mathematical analysis
• Mathematics
• Analysis
• Measure theory
• Generalized functions
• Probability distributions
• Stochastic processes
• Central limit theorem
• Normal distribution
• Sigma-algebra
• Distribution
• Cdlg