Counterparty Risk for Credit Default Swaps : Markov Chain Interacting Intensities Model With Stochastic Intensity
Year of publication: |
2009
|
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Authors: | Leung, Kwai Sun |
Other Persons: | Kwok, Yue Kuen (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Markov-Kette | Markov chain | Finanzdienstleistung | Financial services | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Theorie | Theory |
Extent: | 1 Online-Ressource (17 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 20, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1423262 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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