Implied recovery (Q1032681): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
(One intermediate revision by one other user not shown) | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.jedc.2009.04.005 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W4251597813 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Option pricing: A simplified approach / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: An Integrated Model for Hybrid Securities / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5226713 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Pricing the risks of default / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Mathematics of Speculative Price / rank | |||
Normal rank |
Latest revision as of 01:56, 2 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Implied recovery |
scientific article |
Statements
Implied recovery (English)
0 references
26 October 2009
0 references
credit default swaps
0 references
recovery
0 references
default probability
0 references
reduced form
0 references