System credit events and the valuation of credit default swaps
YANG Xing
HU Guo-qiang
JIANG Jin-liang
Keywords:credit default swapsystem credit eventsassociated defaultbilateral counterparty risk
Publication Date:2016-01-01
Online Publishing Date:2025-08-15(First online date of this platform, not the publication date of the document)
Pages:7( 47-53 )
