`Finem Lauda' or the risks in swaps (Q751146)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | `Finem Lauda' or the risks in swaps |
scientific article |
Statements
`Finem Lauda' or the risks in swaps (English)
0 references
1990
0 references
compensator
0 references
description of risk
0 references
evaluation of risk
0 references
intensity process
0 references
interest rate risk
0 references
martingale
0 references
optimal stopping
0 references
predictable process
0 references
premium
0 references
price of risk
0 references
reserve
0 references
swap
0 references
interest rate swaps
0 references
swaptions
0 references
credit insurance
0 references
level premiums
0 references
