Hedging of Credit Derivatives in Models with Totally Unexpected Default (Q5487016): Difference between revisions
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Latest revision as of 23:30, 19 March 2024
scientific article; zbMATH DE number 5054818
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging of Credit Derivatives in Models with Totally Unexpected Default |
scientific article; zbMATH DE number 5054818 |
Statements
Hedging of Credit Derivatives in Models with Totally Unexpected Default (English)
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18 September 2006
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arbitrage pricing
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hedging
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credit risk
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default intensity
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