Counterparty risk for Credit Default Swap with states related default intensity processes
Dan Tang; Yongjin Wang; Yuzhen Zhou
| Year of publication: |
2011
|
|---|---|
| Authors: | Tang, Dan ; Wang, Yongjin ; Zhou, Yuzhen |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 14.2011, 8, p. 1335-1353
|
| Subject: | Credit default swap | counterparty risk | Markov modulated processes | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Theorie | Theory | Derivat | Derivative | Kreditversicherung | Credit insurance | Insolvenz | Insolvency |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009541993