The Pricing of Credit Securities with Counterparty Risk using a Contagion Model

The Pricing of Credit Securities with Counterparty Risk using a Contagion Model

Xu Yajuan

PDF(453 KB)

PDF(453 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2014, Vol. 30 ›› Issue (2) : 113-128.

article

The Pricing of Credit Securities with Counterparty Risk using a Contagion Model

{{article.zuoZhe_EN}}

Author information +

History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

Cite this article

Download Citations

{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2014, 30(2): 113-128

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}

{{article.copyrightLicense_en}}

PDF(453 KB)

Accesses

Citation

Detail

Sections

Recommended

/

〈

〉