A Generalized Intensity-Based Framework for Single-Name Credit Risk (Q4689912): Difference between revisions
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scientific article; zbMATH DE number 6959391
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Generalized Intensity-Based Framework for Single-Name Credit Risk |
scientific article; zbMATH DE number 6959391 |
Statements
A Generalized Intensity-Based Framework for Single-Name Credit Risk (English)
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22 October 2018
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credit risk
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HJM
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forward-rate
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structural approach
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reduced-form approach
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stochastic discontinuities
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