Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (Q4555081): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/14697688.2016.1189590 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2411579509 / rank | |||
Normal rank | |||
Revision as of 14:35, 19 March 2024
scientific article; zbMATH DE number 6981194
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market |
scientific article; zbMATH DE number 6981194 |
Statements
Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (English)
0 references
19 November 2018
0 references
default risk
0 references
survival probability
0 references
Madan-Unal model
0 references
credit default swap
0 references
