Analytic Correlation Risk for CDS

Wilmott ◽  
2021 ◽  
Vol 2021 (115) ◽  
pp. 58-63
Author(s):  
Colin Turfus
Keyword(s):  
2019 ◽  
Author(s):  
Marc Chesney ◽  
Felix Fattinger ◽  
Nils Jonathan Krakow

2006 ◽  
pp. 273-VI
Author(s):  
Jahangir Sultan
Keyword(s):  

2018 ◽  
Vol 39 (1) ◽  
pp. 128-146 ◽  
Author(s):  
Nicole Branger ◽  
Matthias Muck ◽  
Stefan Weisheit

2015 ◽  
Vol 58 (3) ◽  
pp. 659-672 ◽  
Author(s):  
Qiang Zhang ◽  
Lijun Wu ◽  
Qianqian Cui

2009 ◽  
Vol 64 (3) ◽  
pp. 1377-1406 ◽  
Author(s):  
JOOST DRIESSEN ◽  
PASCAL J. MAENHOUT ◽  
GRIGORY VILKOV

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