Pricing the risks of default (Q375364): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G40 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6220919 / rank | |||
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hazard rate | |||
| Property / zbMATH Keywords: hazard rate / rank | |||
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default timing | |||
| Property / zbMATH Keywords: default timing / rank | |||
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recovery risk | |||
| Property / zbMATH Keywords: recovery risk / rank | |||
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Revision as of 11:25, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing the risks of default |
scientific article |
Statements
Pricing the risks of default (English)
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30 October 2013
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hazard rate
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default timing
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recovery risk
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