Fair (intra-bank transfer) prices for credits with stochastic recovery (Q665817): Difference between revisions
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| Property / DOI: 10.1007/s10436-006-0070-y / rank | |||
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| Property / full work available at URL: https://doi.org/10.1007/s10436-006-0070-y / rank | |||
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| Property / OpenAlex ID: W1999687059 / rank | |||
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| Property / cites work: Credit risk: Modelling, valuation and hedging / rank | |||
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| Property / cites work: Non-additive measure and integral / rank | |||
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| Property / cites work: A Unified Approach to Generate Risk Measures / rank | |||
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| Property / cites work: A Note on Credit Insurance / rank | |||
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| Property / cites work: Axiomatic characterization of insurance prices / rank | |||
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| Property / DOI: 10.1007/S10436-006-0070-Y / rank | |||
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Latest revision as of 00:24, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fair (intra-bank transfer) prices for credits with stochastic recovery |
scientific article |
Statements
Fair (intra-bank transfer) prices for credits with stochastic recovery (English)
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6 March 2012
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defaultable term structure
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stochastic recovery
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CDS
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intra-bank transfer prices
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