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  • Search: subject:"CDS implied probability of default"
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CDS implied probability of default 1 Credit derivative 1 Credit insurance 1 Credit risk 1 Estimation 1 Insolvency 1 Insolvenz 1 Kreditderivat 1 Kreditrisiko 1 Kreditversicherung 1 Option pricing theory 1 Optionspreistheorie 1 Probability of default 1 Probability theory 1 Schätzung 1 Wahrscheinlichkeitsrechnung 1 credit default swap (CDS) 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Li, Weiping 1 Zou, Lin 1
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International journal of financial engineering 1
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ECONIS (ZBW) 1
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Estimating actual probability of default from structural models
Zou, Lin; Li, Weiping - In: International journal of financial engineering 9 (2022) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10013188686
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