Text ( visual ) : unmediated Analytical solution for expected loss of a collateralized loan : a square-root intensity process negatively correlated with collateral value / Satoshi Yamashita and Toshinao Yoshiba. -- Tokyo : Institute for Monetary and Economic Studies, Bank of Japan , 2010. -- 19 p. : ill. ; 30 cm. -- (IMES discussion paper series ; no. 2010-E-10). -- Cover title ; Bibliography: p. 18-19. -- (BB05392532) ; https://ci.nii.ac.jp/ncid/BB05392532 Other Title(s): IMES. -- Author Heading(s): 山下, 智志 ; 吉羽, 要直 ; 日本銀行金融研究所. -- Classification(s): DC : 332. -- Subject Heading(s): LCSH : Bank loans -- Mathematical models ; LCSH : Default (Finance) -- Mathematical models ; LCSH : Collateralized debt obligations -- Mathematical models