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Q3581638 - MaRDI portal

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scientific article

    Statements

    author
    Rudi Zagst
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    Matthias Scherer
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    publication date
    2 September 2010
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    zbMATH Keywords
    credit derivatives
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    structural-default model
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    reduced-form model
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    hybrid model
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    CDS
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    CDO
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    Identifiers

    zbMATH DE Number
    5777900
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