Structural default model with mutual obligations (Q1621641)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6975969
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Structural default model with mutual obligations |
scientific article; zbMATH DE number 6975969 |
Statements
Structural default model with mutual obligations (English)
0 references
9 November 2018
0 references
2D structural default model
0 references
mutual obligations
0 references
joint and marginal survival probabilities
0 references
CDS and first-to-default swap prices
0 references
0 references
0.85714555
0 references
0.8559138
0 references
0.8462565
0 references
0.8438257
0 references
0.8418493
0 references
0.8313276
0 references
0.83029205
0 references
0 references
