Credit default swaps with and without counterparty and collateral adjustments (Q3145079): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: A Theory of the Term Structure of Interest Rates / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Boundary Values and Finite Difference Methods for the Single Factor Term Structure Equation / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Two singular diffusion problems / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q2763689 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Approximations to the non-central chi-square distribution / rank | |||
Normal rank |
Latest revision as of 23:26, 5 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Credit default swaps with and without counterparty and collateral adjustments |
scientific article |
Statements
Credit default swaps with and without counterparty and collateral adjustments (English)
0 references
13 December 2012
0 references
mathematical finance
0 references
affine jump-diffusion
0 references
credit value adjustments
0 references
credit default swap
0 references
0 references