Pricing default events: surprise, exogeneity and contagion (Q2511807): Difference between revisions
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Revision as of 07:25, 5 March 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)
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6 August 2014
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credit derivative
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default event
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default intensity
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frailty
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contagion
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credit spread puzzle
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