Pricing the risks of default (Q5226697)
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: Pricing the risks of default |
scientific article; zbMATH DE number 7088120
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing the risks of default |
scientific article; zbMATH DE number 7088120 |
Statements
1 August 2019
0 references
hazard rate
0 references
default timing
0 references
recovery risk
0 references
0.999538779258728
0 references
0.7813984155654907
0 references
0.753277063369751
0 references
0.7519670724868774
0 references
0.751296877861023
0 references