Pricing model of interest rate swap with a bilateral default risk (Q964973)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing model of interest rate swap with a bilateral default risk |
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Pricing model of interest rate swap with a bilateral default risk (English)
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21 April 2010
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interest rate swap
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default risk
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Crank-Nicholson difference method
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Feynman-Kac formula
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