A boundary crossing model of counterparty risk (Q951388)
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scientific article; zbMATH DE number 5356642
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A boundary crossing model of counterparty risk |
scientific article; zbMATH DE number 5356642 |
Statements
A boundary crossing model of counterparty risk (English)
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24 October 2008
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counterparty risk
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sovereign default
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market-implied credit score
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