Common factors in credit defaults swap markets (Q740092)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Common factors in credit defaults swap markets |
scientific article |
Statements
Common factors in credit defaults swap markets (English)
0 references
12 August 2016
0 references
credit default swaps
0 references
common factors
0 references
credit risk
0 references
factor model
0 references
