Credit default swaps with and without counterparty and collateral adjustments (Q3145079): Difference between revisions

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Latest revision as of 23:26, 5 July 2024

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Credit default swaps with and without counterparty and collateral adjustments
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    Credit default swaps with and without counterparty and collateral adjustments (English)
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    13 December 2012
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    mathematical finance
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    affine jump-diffusion
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    credit value adjustments
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    credit default swap
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