Up and down credit risk (Q3064015)

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Up and down credit risk
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    title
    Up and down credit risk (English)
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    author
    Tomasz R. Bielecki
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    Stéphane Crépey
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    publication date
    20 December 2010
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    Mathematics Subject Classification ID
    91G40
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    91G20
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    91G10
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    zbMATH DE Number
    5827875
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    zbMATH Keywords
    credit risk
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    computational finance
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    financial mathematics
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    model calibration
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