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Julien Menard
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SCHOLARLY PAPERS
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Scholarly Papers (1)
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1.
Modelisation des Marches avec Defauts de Paiements et Evaluation des Credits Defaults Swaps (Credit Default Swap Pricing in Default-prone Markets)
Number of pages: 47
Posted: 23 Jul 2020
Jonathan Seror
and Julien Menard
Independent and
affiliation not provided to SSRN
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Abstract:
Credit Default Swap, Default, Pricing, CDS, Black, Cox, Stochastic Rate, Vasicek, default-prone
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