Fair (intra-bank transfer) prices for credits with stochastic recovery (Q665817)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fair (intra-bank transfer) prices for credits with stochastic recovery |
scientific article |
Statements
Fair (intra-bank transfer) prices for credits with stochastic recovery (English)
0 references
6 March 2012
0 references
defaultable term structure
0 references
stochastic recovery
0 references
CDS
0 references
intra-bank transfer prices
0 references
