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Tagged with covariance-estimation econometrics
2
questions
1
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0
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46
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Correlation coefficient without cash flows?
I'm an intern at a company and one of our tasks is to calculate the the probability of default of both participants of a Swap(a Client and a Bank), for which we first need the correlation coefficient ...
- 21
1
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0
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MLE estimate of normal distribution
Probably a naive question. I am quoting this from Greene's econometrics book:
"The occasional statement that the properties of the MLE are only optimal in large samples is not true, however. It can ...
- 485