Pages that link to "Item:Q964973"
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The following pages link to Pricing model of interest rate swap with a bilateral default risk (Q964973):
Displaying 8 items.
- Pricing and risk management of interest rate swaps (Q257234) (← links)
- Pricing of swaps with default risk (Q375369) (← links)
- `Finem Lauda' or the risks in swaps (Q751146) (← links)
- Borrowing cost reduction by interest rate swaps -- an option pricing analysis. (Q1420460) (← links)
- Interest rate swaps and corporate default (Q1657208) (← links)
- Interest rate swap pricing with default risk under variance gamma process (Q2408891) (← links)
- A double obstacle model for pricing bi-leg defaultable interest rate swaps (Q5056713) (← links)
- (Q5382093) (← links)