2009•The Journal of Credit RiskRequires access

Credit value adjustment for credit default swaps via the structural default model

Dawn Hunter

Open publisher page 0 citations

Abstract

This record does not include an abstract. Use the full-text link above if available.

About this research paper

What this paper is about

An abstract is not available in the OpenAlex record for this paper.

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Key concepts: Credit default swap, Credit risk, Credit derivative, iTraxx, Credit valuation adjustment, Credit default swap index, Value (mathematics), Business

Back to paper search Browse research topics Original source

Credit value adjustment for credit default swaps via the structural default model — Research Paper | ScholarLens