Modeling and pricing credit derivatives (Q3581638)
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scientific article; zbMATH DE number 5777900
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modeling and pricing credit derivatives |
scientific article; zbMATH DE number 5777900 |
Statements
2 September 2010
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credit derivatives
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structural-default model
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reduced-form model
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hybrid model
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CDS
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CDO
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0.8348727822303772
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0.8103334903717041
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0.8041173815727234
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0.8035985827445984
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