Counterparty risk for credit default swaps: Markov chain interacting intensities model with stochastic intensity (Q836966)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Counterparty risk for credit default swaps: Markov chain interacting intensities model with stochastic intensity |
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Counterparty risk for credit default swaps: Markov chain interacting intensities model with stochastic intensity (English)
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9 September 2009
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credit default swaps
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counterparty risk
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Markov chain model
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default correlation
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