Modelling bonds and credit default swaps using a structural model with contagion (Q3605227): Difference between revisions
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Revision as of 14:43, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling bonds and credit default swaps using a structural model with contagion |
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Modelling bonds and credit default swaps using a structural model with contagion (English)
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23 February 2009
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applied mathematical finance
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quantitative finance
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credit derivatives
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credit default swaps
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credit models
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