Dynamic credit default swap curves in a network topology (Q5235459)
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scientific article; zbMATH DE number 7116179
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic credit default swap curves in a network topology |
scientific article; zbMATH DE number 7116179 |
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Dynamic credit default swap curves in a network topology (English)
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11 October 2019
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network
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default risk
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variance decomposition
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risk management
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