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ZENODO
Presentation . 2023
License: CC BY
Data sources: Datacite
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ZENODO
Presentation . 2023
License: CC BY
Data sources: Datacite
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
ZENODO
Other literature type . 2023
License: CC BY
Data sources: ZENODO
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Hazard rate calibration

descriptionPublicationkeyboard_double_arrow_right Presentation , Other literature type 13 Mar 2023 English Publisher:Zenodo
Authors: Lee, David;

doi: 10.5281/zenodo.7729976 , 10.5281/zenodo.7729977

Hazard rate calibration

Abstract

The credit default swap model is designed to price the credit default swap under a constant hazard rate model. All future cash flows are discounted to the present time with possible default event accounted. The hazard rate is calibrated from the current market traded fee rate.

https://ia904701.us.archive.org/7/items/mutualFundCash/mutualFundCash.pdf

Keywords

Hazard rate calibration

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selected citations
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This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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