VALUING CREDIT DEFAULT SWAPS II: MODELING DEFAULT CORRELATIONS

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Date: 2010-04-29 04:03:35 Mathematical finance United States housing bubble Financial risk Credit default swap Debt Corporate bond Credit risk Futures contract Risk-neutral measure Financial economics Finance Economics		VALUING CREDIT DEFAULT SWAPS II: MODELING DEFAULT CORRELATIONS Add to Reading List Source URL: www.smartquant.com Download Document from Source Website File Size: 321,36 KB Share Document on Facebook

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