The calculation of risk and its pricing has been of great interest to the financial field(s) of economics. As issuance of bonds, loans, mortgages etc. has accelerated so have scheme to bundle, diversify and hedge such 'assets' and with a similarly accelerated 'need' for ever more accurate calculation methods of the risk associated with default, correlation between assets, economic fluctuations of periods of downturns and its converse. With trillions of dollars in such assets outstanding, the 'need' for accuracy is understandable and perhaps mandatory.
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This is re-posted after the recent econophysics site restructuring. Originally posted on my behalf in July2016 by Matus Medo.