Author:
Rodriguez-Oliveros Rogelio,Martin-Viscasillas Javier,Garcia-Romero Jose M.
Publisher
Scientific Research Publishing, Inc.
Reference18 articles.
1. Building Models for Credit Spreads
2. The Technical Default Spread
3. Brigo, D., & Morini, M. (2005). CDS Market Formulas and Models. In Proceedings of the 18th Annual Warwick Options and Derivatives. https://www.ma.imperial.ac.uk/~dbrigo/cdsmktfor.pdf
4. Beyond Hazard Rates: A New Framework for Credit-Risk Modelling
5. The Default Risk of Swaps