Market Models of Forward CDS Spreads (Q2909992)
From MaRDI portal
!
WARNING
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 6078924
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Market Models of Forward CDS Spreads |
scientific article; zbMATH DE number 6078924 |
Statements
Market Models of Forward CDS Spreads (English)
0 references
7 September 2012
0 references
credit default swap
0 references
market model
0 references
LIBOR
0 references
0.92495584
0 references
0 references
0.8849621
0 references
0.86025476
0 references
0.84639627
0 references
0.84499073
0 references
0.84214085
0 references
0 references
0 references
