Credit default swaps with and without counterparty and collateral adjustments (Q3145079)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Credit default swaps with and without counterparty and collateral adjustments |
scientific article |
Statements
Credit default swaps with and without counterparty and collateral adjustments (English)
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13 December 2012
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mathematical finance
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affine jump-diffusion
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credit value adjustments
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credit default swap
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