Valuation of credit default swaps with contagious default correlation (Q3016965)
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scientific article; zbMATH DE number 5927059
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Valuation of credit default swaps with contagious default correlation |
scientific article; zbMATH DE number 5927059 |
Statements
19 July 2011
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credit default swaps
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reference entity
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settlement period
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return rate
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0.8208406567573547
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0.7913495898246765
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0.7855591773986816
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0.7837536334991455
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