Pricing default events: surprise, exogeneity and contagion (Q2511807): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q322787 |
Changed an Item |
||
| Property / author | |||
| Property / author: Jean-Paul Renne / rank | |||
Normal rank | |||
Revision as of 21:00, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing default events: surprise, exogeneity and contagion |
scientific article |
Statements
Pricing default events: surprise, exogeneity and contagion (English)
0 references
6 August 2014
0 references
credit derivative
0 references
default event
0 references
default intensity
0 references
frailty
0 references
contagion
0 references
credit spread puzzle
0 references
