Market Models of Forward CDS Spreads (Q2909992)
From MaRDI portal
| File:Ambox important.svg | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Market Models of Forward CDS Spreads |
scientific article; zbMATH DE number 6078924
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Market Models of Forward CDS Spreads |
scientific article; zbMATH DE number 6078924 |
Statements
Market Models of Forward CDS Spreads (English)
0 references
7 September 2012
0 references
credit default swap
0 references
market model
0 references
LIBOR
0 references
0.92495584
0 references
0.8849621
0 references
0.86025476
0 references
0.84639627
0 references
0.84499073
0 references
0.84214085
0 references
0 references
0 references
