Market Models of Forward CDS Spreads (Q2909992)
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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)
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7 September 2012
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credit default swap
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market model
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LIBOR
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0.92495584
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0.8849621
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0.86025476
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0.84639627
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0.84499073
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0.84214085
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