Multi-currency credit default swaps (Q5384682)
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scientific article; zbMATH DE number 7072674
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multi-currency credit default swaps |
scientific article; zbMATH DE number 7072674 |
Statements
MULTI-CURRENCY CREDIT DEFAULT SWAPS (English)
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24 June 2019
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credit default swaps
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intensity models
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reduced form models
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credit crisis
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liquidity crisis
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devaluation jump
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FX devaluation
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quanto credit effects
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quanto CDS
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multi currency CDS
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0.7847219705581665
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0.7645525932312012
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0.7490409016609192
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0.740350067615509
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