Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (Q4555081)
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scientific article; zbMATH DE number 6981194
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market |
scientific article; zbMATH DE number 6981194 |
Statements
Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (English)
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19 November 2018
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default risk
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survival probability
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Madan-Unal model
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credit default swap
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