Credit derivatives in an affine framework (Q2471738): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Credit derivatives in an affine framework |
scientific article |
Statements
Credit derivatives in an affine framework (English)
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18 February 2008
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Affine intensity based models
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Counterparty risk
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Credit derivatives
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Default dependence
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