Implied recovery (Q1032681): Difference between revisions
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Property / cites work: Option pricing: A simplified approach / rank | |||
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Property / cites work: An Integrated Model for Hybrid Securities / rank | |||
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Property / cites work: Q5226713 / rank | |||
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Property / cites work: MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL / rank | |||
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Property / cites work: Pricing the risks of default / rank | |||
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Property / cites work: Mathematics of Speculative Price / rank | |||
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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)
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26 October 2009
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credit default swaps
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recovery
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default probability
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reduced form
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