VALUATION OF CREDIT DEFAULT SWAPTIONS AND CREDIT DEFAULT INDEX SWAPTIONS (Q3655556)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VALUATION OF CREDIT DEFAULT SWAPTIONS AND CREDIT DEFAULT INDEX SWAPTIONS |
scientific article |
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VALUATION OF CREDIT DEFAULT SWAPTIONS AND CREDIT DEFAULT INDEX SWAPTIONS (English)
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8 January 2010
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credit default swap
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credit default swaption
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credit default index swap
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hedging
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Black formula
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