Credit default swaps with and without counterparty and collateral adjustments (Q3145079)
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scientific article; zbMATH DE number 6115680
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Credit default swaps with and without counterparty and collateral adjustments |
scientific article; zbMATH DE number 6115680 |
Statements
Credit default swaps with and without counterparty and collateral adjustments (English)
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13 December 2012
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mathematical finance
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affine jump-diffusion
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credit value adjustments
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credit default swap
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0.8793901
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0.87465644
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0.87257075
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0.8724862
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0.8658485
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0.8582217
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