The valuation of multi-counterparties CDS with credit rating migration (Q2033486)
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scientific article; zbMATH DE number 7360396
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | The valuation of multi-counterparties CDS with credit rating migration |
scientific article; zbMATH DE number 7360396 |
Statements
The valuation of multi-counterparties CDS with credit rating migration (English)
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17 June 2021
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CDS
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credit rating migration risk
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multi-counterparties
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reduced form
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structure style
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0.8669898509979248
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0.7955763936042786
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0.794463038444519
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0.7941877245903015
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