Fair (intra-bank transfer) prices for credits with stochastic recovery (Q665817)
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scientific article; zbMATH DE number 6012449
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fair (intra-bank transfer) prices for credits with stochastic recovery |
scientific article; zbMATH DE number 6012449 |
Statements
Fair (intra-bank transfer) prices for credits with stochastic recovery (English)
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6 March 2012
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defaultable term structure
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stochastic recovery
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CDS
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intra-bank transfer prices
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