CREDIT CONTAGION: PRICING CROSS-COUNTRY RISK IN BRADY DEBT MARKETS (Q3523607): Difference between revisions
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Revision as of 01:53, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CREDIT CONTAGION: PRICING CROSS-COUNTRY RISK IN BRADY DEBT MARKETS |
scientific article |
Statements
CREDIT CONTAGION: PRICING CROSS-COUNTRY RISK IN BRADY DEBT MARKETS (English)
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3 September 2008
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non-option instruments
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Markov process
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credit contagion model
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