derivative financial instrument – BIBLIO-GLOBUS Science

Estimates of probabilities of default of a Russian commercial bank taking into account the theoretical value of the CDS spread

Ageev V.I. Estimates of probabilities of default of a Russian commercial bank taking into account the theoretical value of the CDS spread // Global Markets and Financial Engineering (Russian version). — 2016. — Vol. 3. — № 4. — p. 237-258. — doi: 10.18334/grfi.3.4.37261

Tel : +7 495 649 6241

Fax : +7 800 3331538

E-mail : bgscience@idbg.ru

Address : RUSSIA, 101000, Moscow, Myasnitskaya st. 13-2

Keyword: derivative financial instrument

Estimates of probabilities of default of a Russian commercial bank taking into account the theoretical value of the CDS spread

BIBLIO-GLOBUS Science

Other sites