Modelling bonds and credit default swaps using a structural model with contagion (Q3605227)
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scientific article; zbMATH DE number 5509829
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modelling bonds and credit default swaps using a structural model with contagion |
scientific article; zbMATH DE number 5509829 |
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Modelling bonds and credit default swaps using a structural model with contagion (English)
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23 February 2009
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applied mathematical finance
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quantitative finance
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credit derivatives
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credit default swaps
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credit models
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0.8248596787452698
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0.8095157146453857
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0.8067057132720947
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