Default risk in interest rate derivatives with stochastic volatility (Q2866401)
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scientific article; zbMATH DE number 6238236
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Default risk in interest rate derivatives with stochastic volatility |
scientific article; zbMATH DE number 6238236 |
Statements
Default risk in interest rate derivatives with stochastic volatility (English)
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13 December 2013
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applications to default risk
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stochastic interest rates
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term structure
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volatility modelling
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arbitrage pricing
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0.9283258
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0.9060289
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0.9015025
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0.89953727
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0.89953357
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0.8927226
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0.8913048
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0.88796157
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