The impact of different correlation approaches on valuing credit default swaps with counterparty risk (Q5400659)
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scientific article; zbMATH DE number 6265441
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The impact of different correlation approaches on valuing credit default swaps with counterparty risk |
scientific article; zbMATH DE number 6265441 |
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The impact of different correlation approaches on valuing credit default swaps with counterparty risk (English)
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4 March 2014
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correlation modelling
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credit default swaps
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credit models
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LIBOR market models
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