A simple continuous measure of credit risk (Q3570228)
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scientific article; zbMATH DE number 5726460
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A simple continuous measure of credit risk |
scientific article; zbMATH DE number 5726460 |
Statements
25 June 2010
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continuous measures of credit risk
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risk neutral default intensity of credit risk
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to credit firms ratings
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pricing and risk management of credit derivatives
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0.7807546257972717
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0.7734336256980896
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0.7568068504333496
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0.7519435286521912
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