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 Insurance Mathematics & Economics | 2017-01-31 | Paper |
Research outcomes over time
This page was built for person: Catalin Cantia
