Abstract
The following section describes the chosen models and the needed data in order to guarantee a successful implementation. At the end of this sec-tion, the programming of the models and its resulting parameters and outcomes are discussed.
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© 2018 Springer Fachmedien Wiesbaden GmbH
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Berger, V.A. (2018). Modelling credit default swap prices. In: Impact of Government Bonds Spreads on Credit Derivatives. BestMasters. Springer Gabler, Wiesbaden. https://doi.org/10.1007/978-3-658-20219-4_3
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DOI: https://doi.org/10.1007/978-3-658-20219-4_3
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Publisher Name: Springer Gabler, Wiesbaden
Print ISBN: 978-3-658-20218-7
Online ISBN: 978-3-658-20219-4
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