Implied recovery (Q1032681): Difference between revisions

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Property / cites work: Option pricing: A simplified approach / 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

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    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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