Work

Credit default swaps with counterparty risk: a calibrated Markov model

Year: 2006

Type: article

Source: The Journal of Credit Risk

DOI: 10.21314/jcr.2006.031

Author: Michael Walker

Institution: University of Toronto

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W119993357

FWCI: 2.836

Cites: 9

Cited by: 35

Related to: 10