Market Models of Forward CDS Spreads (Q2909992)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Market Models of Forward CDS Spreads |
scientific article |
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