Pricing of swaps with default risk (Q375369): Difference between revisions
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Property / author: Hai-Tao Li / rank | |||
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Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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Property / Mathematics Subject Classification ID: 91G40 / rank | |||
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Property / zbMATH DE Number: 6220922 / rank | |||
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credit risk | |||
Property / zbMATH Keywords: credit risk / rank | |||
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interest rate swaps | |||
Property / zbMATH Keywords: interest rate swaps / rank | |||
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currency swaps | |||
Property / zbMATH Keywords: currency swaps / rank | |||
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contingent claim analysis | |||
Property / zbMATH Keywords: contingent claim analysis / rank | |||
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Revision as of 11:25, 29 June 2023
scientific article
Language | Label | Description | Also known as |
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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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