A Generalized Intensity-Based Framework for Single-Name Credit Risk (Q4689912)
From MaRDI portal
scientific article; zbMATH DE number 6959391
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Generalized Intensity-Based Framework for Single-Name Credit Risk |
scientific article; zbMATH DE number 6959391 |
Statements
A Generalized Intensity-Based Framework for Single-Name Credit Risk (English)
0 references
22 October 2018
0 references
credit risk
0 references
HJM
0 references
forward-rate
0 references
structural approach
0 references
reduced-form approach
0 references
stochastic discontinuities
0 references
