"Default Intensities Implied by CDO Spreads: Inversion Formula and Model ..."

Rama Cont, Romain Deguest, Yu Hang Kan (2010)

> Home

Details and statistics

DOI: 10.1137/09076800X

access: closed

type: Journal Article

metadata version: 2017-06-14

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamfm/ContDK10
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamfm/ContDK10
Rama Cont, Romain Deguest, Yu Hang Kan:
Default Intensities Implied by CDO Spreads: Inversion Formula and Model Calibration. SIAM J. Financial Math. 1(1): 555-585 (2010)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.