Pages that link to "Item:Q3014477"
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The following pages link to Pricing of credit default swap based on credit rating (Q3014477):
Displaying 6 items.
- Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform (Q896751) (← links)
- Credit default swaps: implied ratings versus official ones (Q1936658) (← links)
- Valuing credit default swap in a non-homogeneous semi-Markovian rating based model (Q2642592) (← links)
- The pricing of single-name CDS based on product market and capital market in a general equilibrium model (Q4690840) (← links)
- NEW MODEL FOR PRICING QUANTO CREDIT DEFAULT SWAPS (Q5376999) (← links)
- (Q5382093) (← links)