Modeling of contagious downgrades and its application to multi-downgrade protection (Q2843135)
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scientific article; zbMATH DE number 6197321
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling of contagious downgrades and its application to multi-downgrade protection |
scientific article; zbMATH DE number 6197321 |
Statements
Modeling of contagious downgrades and its application to multi-downgrade protection (English)
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9 August 2013
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downgrade risk
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mutually exciting intensity model
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downgrade protection
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credit derivative
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