Pricing of swaps with default risk (Q375369): Difference between revisions
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Latest revision as of 01:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of swaps with default risk |
scientific article |
Statements
Pricing of swaps with default risk (English)
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30 October 2013
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credit risk
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interest rate swaps
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currency swaps
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contingent claim analysis
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