Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (Q4555081): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q343127 |
||
| Property / author | |||
| Property / author: Luca Vincenzo Ballestra / rank | |||
Revision as of 07:26, 13 February 2024
scientific article; zbMATH DE number 6981194
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market |
scientific article; zbMATH DE number 6981194 |
Statements
Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (English)
0 references
19 November 2018
0 references
default risk
0 references
survival probability
0 references
Madan-Unal model
0 references
credit default swap
0 references
