Actuarial par spread and empirical pricing of CDS by decomposition
Year of publication: |
2014
|
---|---|
Authors: | Duan, Jin-Chuan |
Published in: |
Global credit review. - Singapore [u.a.] : World Scientific, ISSN 2010-4936, ZDB-ID 2688873-7. - Vol. 4.2014, p. 51-65
|
Subject: | Kreditderivat | Credit derivative | Zinsstruktur | Yield curve | Dekompositionsverfahren | Decomposition method | Theorie | Theory | Welt | World | Schätzung | Estimation | Versicherungsmathematik | Actuarial mathematics | Risikoprämie | Risk premium |
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