Pricing of credit default swap based on credit rating (Q3014477)
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scientific article; zbMATH DE number 5926254
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing of credit default swap based on credit rating |
scientific article; zbMATH DE number 5926254 |
Statements
19 July 2011
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credit default swap
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transition matrix
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recovery vector
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system of ordinary differential equations
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0.8003883361816406
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0.7969013452529907
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0.7938823103904724
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0.7850531935691833
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0.7788519263267517
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