Catalin Cantia
From MaRDI portal
Person:506064
Available identifiers
zbMath Open cantia.catalinMaRDI QIDQ506064
List of research outcomes
| This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon! |
| Publication | Date of Publication | Type |
|---|---|---|
| A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches | 2017-01-31 | Paper |
Research outcomes over time
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