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Decoding Entropy

Author

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  • Mhaskar, Tejas

Abstract

Since its evolution, the concept of Entropy has been applied in various fields like Computer Science, Quantitative Finance, Physics etc. The definition of Entropy has slightly different meanings depending on the field of science to which it is being applied. This paper aims to examine the concept of Entropy and its application in Credit Risk Model Development and Validation.

Suggested Citation

  • Mhaskar, Tejas, 2013. "Decoding Entropy," MPRA Paper 47103, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:47103
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    More about this item

    Keywords

    entropy; credit risk; model validation;
    All these keywords.

    JEL classification:

    • C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other

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