A tractable LIBOR model with default risk (Q356479)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A tractable LIBOR model with default risk |
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A tractable LIBOR model with default risk (English)
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25 July 2013
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LIBOR rates
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default risk
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affine processes
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affine LIBOR models
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analytically tractable models
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CDS spread
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counterparty risk
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