Implied recovery (Q1032681)

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Implied recovery
scientific article

    Statements

    title
    Implied recovery (English)
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    author
    Paul Hanouna
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    Sanjiv Ranjan Das
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    publication date
    26 October 2009
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    zbMATH Keywords
    credit default swaps
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    recovery
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    default probability
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    reduced form
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    Identifiers

    Mathematics Subject Classification ID
    91G40
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    91B30
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    91B25
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    zbMATH DE Number
    5620695
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