Modelling bonds and credit default swaps using a structural model with contagion (Q3605227)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Modelling bonds and credit default swaps using a structural model with contagion |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Modelling bonds and credit default swaps using a structural model with contagion |
scientific article |
Statements
Modelling bonds and credit default swaps using a structural model with contagion (English)
0 references
23 February 2009
0 references
applied mathematical finance
0 references
quantitative finance
0 references
credit derivatives
0 references
credit default swaps
0 references
credit models
0 references
0.8248596787452698
0 references
0.8095157146453857
0 references
0.8067057132720947
0 references
