Zhi, Kangquan - Valuation of kth-to-default credit-linked notes with counte ...

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Communications in Statistics - Theory and Methods


    ISSN: (Print) (Online) Journal homepage: https://www.tandfonline.com/loi/lsta20


Valuation of kth-to-default credit-linked notes with
counterparty risk in a reduced-form model
Kangquan Zhi, Xiaosong Qian & Ayu Xie
To cite this article: Kangquan Zhi, Xiaosong Qian & Ayu Xie (2021): Valuation of kth-to-default
credit-linked notes with counterparty risk in a reduced-form model, Communications in Statistics -
Theory and Methods, DOI: 10.1080/0 ...

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：Valuation Default Linked Credit ATION