Valuation of credit default swap (Q5456090)
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scientific article; zbMATH DE number 5260694
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Valuation of credit default swap |
scientific article; zbMATH DE number 5260694 |
Statements
4 April 2008
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credit default swap
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structural method
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default probability density
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0.8435395359992981
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0.8384358882904053
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0.8337518572807312
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0.8067057132720947
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0.8032528758049011
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