Pricing of swaps with default risk (Q375369): Difference between revisions

@@ Property / author @@
-Q319708
@@ Property / author: Q319708 / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G40
@@ Property / Mathematics Subject Classification ID: 91G40 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6220922
@@ Property / zbMATH DE Number: 6220922 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+credit risk
@@ Property / zbMATH Keywords: credit risk / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+interest rate swaps
@@ Property / zbMATH Keywords: interest rate swaps / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+currency swaps
@@ Property / zbMATH Keywords: currency swaps / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+contingent claim analysis
@@ Property / zbMATH Keywords: contingent claim analysis / rank @@
+Normal rank
@@ Property / author @@
+Hai-Tao Li
@@ Property / author: Hai-Tao Li / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Hopscotch
@@ Property / describes a project that uses: Hopscotch / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:375369