Pricing of swaps with default risk (Q375369)
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scientific article; zbMATH DE number 6220922
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing of swaps with default risk |
scientific article; zbMATH DE number 6220922 |
Statements
Pricing of swaps with default risk (English)
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30 October 2013
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credit risk
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interest rate swaps
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currency swaps
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contingent claim analysis
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0.92968607
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0.9229262
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0.91446435
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0.9133579
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0.90604925
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0.9029689
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0.9021125
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0.90020216
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0.8966765
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