Credit derivatives in an affine framework (Q2471738)
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scientific article; zbMATH DE number 5236598
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Credit derivatives in an affine framework |
scientific article; zbMATH DE number 5236598 |
Statements
Credit derivatives in an affine framework (English)
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18 February 2008
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Affine intensity based models
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Counterparty risk
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Credit derivatives
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Default dependence
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0.8142217993736267
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0.8060765266418457
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0.7951869964599609
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0.7951869964599609
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