`Finem Lauda' or the risks in swaps (Q751146)
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scientific article; zbMATH DE number 4176298
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | `Finem Lauda' or the risks in swaps |
scientific article; zbMATH DE number 4176298 |
Statements
`Finem Lauda' or the risks in swaps (English)
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1990
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compensator
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description of risk
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evaluation of risk
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intensity process
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interest rate risk
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martingale
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optimal stopping
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predictable process
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premium
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price of risk
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reserve
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swap
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interest rate swaps
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swaptions
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credit insurance
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level premiums
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0.8167553544044495
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0.7440767884254456
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0.7296689748764038
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0.7133829593658447
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