Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (Q4555081)
From MaRDI portal
scientific article; zbMATH DE number 6981194
Language | Label | Description | Also known as |
---|---|---|---|
English | Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market |
scientific article; zbMATH DE number 6981194 |
Statements
Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (English)
0 references
19 November 2018
0 references
default risk
0 references
survival probability
0 references
Madan-Unal model
0 references
credit default swap
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references