Credit derivatives pricing with stochastic volatility models (Q2842532)
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scientific article; zbMATH DE number 6198409
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Credit derivatives pricing with stochastic volatility models |
scientific article; zbMATH DE number 6198409 |
Statements
15 August 2013
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stochastic volatility
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Heath-Jarrow-Morton framework
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defaultable bond prices
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credit spreads
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CDS rates
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Credit derivatives pricing with stochastic volatility models (English)
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