THE VALUATION OF THE BASKET CDS IN A PRIMARY-SUBSIDIARY MODEL (Q2998844)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE VALUATION OF THE BASKET CDS IN A PRIMARY-SUBSIDIARY MODEL |
scientific article |
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THE VALUATION OF THE BASKET CDS IN A PRIMARY-SUBSIDIARY MODEL (English)
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11 May 2011
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default intensity
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contagion
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counterparty risk
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primary-subsidiary model
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basket CDS
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