Hedging of Credit Derivatives in Models with Totally Unexpected Default (Q5487016)
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 5054818
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Hedging of Credit Derivatives in Models with Totally Unexpected Default |
scientific article; zbMATH DE number 5054818 |
Statements
Hedging of Credit Derivatives in Models with Totally Unexpected Default (English)
0 references
18 September 2006
0 references
arbitrage pricing
0 references
hedging
0 references
credit risk
0 references
default intensity
0 references
0.8566204905509949
0 references
0.7783456444740295
0 references
0.7749115824699402
0 references
