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Publication:3534752
zbMath1256.91058MaRDI QIDQ3534752
Jacek Jakubowski, Mariusz Andrzej Niewȩgłowski
Publication date: 4 November 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
credit riskdefaultable bondscredit default swapCox processesrating migrationconditional Markov chains
Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic models in economics (91B70) Financial applications of other theories (91G80) Continuous-time Markov processes on discrete state spaces (60J27) Credit risk (91G40) Renewal theory (60K05)
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