Pages that link to "Item:Q5400659"
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The following pages link to The impact of different correlation approaches on valuing credit default swaps with counterparty risk (Q5400659):
Displaying 3 items.
- Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe (Q2423926) (← links)
- A counterparty valuation adjustment calculation model of multi-counterparties credit default swap (Q2924607) (← links)
- A Copula Approach to Default Correlation and the Pricing of Basket Default Swap (Q3104332) (← links)