Default risk in bond and credit derivatives markets.

DOI10.1007/978-3-642-17039-3zbMath1053.91066OpenAlexW651240500MaRDI QIDQ1880667

Christoph Benkert

Publication date: 30 September 2004

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-17039-3

zbMATH Keywords

affine term structure modelscredit default swap premiareduced-form models

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

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