MULTI-CURRENCY CREDIT DEFAULT SWAPS
type: Item
instance of: scholarly article
title: MULTI-CURRENCY CREDIT DEFAULT SWAPS
zbMATH Open document ID: 1411.91546
DOI: 10.1142/S0219024919500183
author: Damiano Brigo
author: Nicola Pede
author: Andrea Petrelli
published in: International Journal of Theoretical and Applied Finance
publication date: 2019-06-24T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G40
Mathematics Subject Classification ID: 91B64
zbMATH DE Number: 7072674
zbMATH Keywords: credit default swaps
zbMATH Keywords: intensity models
zbMATH Keywords: reduced form models
zbMATH Keywords: credit crisis
zbMATH Keywords: liquidity crisis
zbMATH Keywords: devaluation jump
zbMATH Keywords: FX devaluation
zbMATH Keywords: quanto credit effects
zbMATH Keywords: quanto CDS
zbMATH Keywords: multi currency CDS
MaRDI profile type: Publication
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full work available at URL: s0219024919500183
OpenAlex ID: W2936377275
Wikidata QID: Q128013707
description: scientific article; zbMATH DE number 7072674