Network model for joined default probabilities (Q4968968)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7254916
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Network model for joined default probabilities |
scientific article; zbMATH DE number 7254916 |
Statements
Hálózati modell együttes csődvalószínűségek meghatározására (English)
0 references
2 October 2020
0 references
network modeling
0 references
credit derivatives
0 references
systemic risk
0 references
credit default swap (CDS)
0 references
basket default swap (BDS)
0 references
0.7707862854003906
0 references
0.7679376602172852
0 references
0.7617644667625427
0 references
0.7535204291343689
0 references
0.7532849311828613
0 references
