Pricing default events: surprise, exogeneity and contagion (Q2511807): Difference between revisions

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Latest revision as of 20:14, 8 July 2024

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Pricing default events: surprise, exogeneity and contagion
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    Pricing default events: surprise, exogeneity and contagion (English)
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    6 August 2014
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    credit derivative
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    default event
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    default intensity
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    frailty
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    contagion
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    credit spread puzzle
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