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Q5212606 - MaRDI portal

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scientific article; zbMATH DE number 7160026
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English
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scientific article; zbMATH DE number 7160026

    Statements

    publication date
    29 January 2020
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    zbMATH Keywords
    term structure modeling
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    interest rate markets
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    defaultable term structure modeling
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    credit risk markets
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    author
    Sandrine Gümbel
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    Identifiers

    DOI
    10.6094/UNIFR/151675
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    Mathematics Subject Classification ID
    91-02
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    91G30
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    91G40
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    zbMATH DE Number
    7160026
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