Market implied volatilities for defaultable bonds (Q2327695)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Market implied volatilities for defaultable bonds |
scientific article |
Statements
Market implied volatilities for defaultable bonds (English)
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15 October 2019
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defaultable bonds' implied volatility
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credit default swap (CDS)
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Merton model
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Hull and White model
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