Date: 2009-01-28 03:25:40Mathematical finance Money Finance Applied mathematics Interest rates Credit default swap Systemic risk United States housing bubble Derivative Laplace transform Risk-free interest rate Risk-neutral measure | | Modeling Defaultable Securities with Recovery Risk Lot… Karoui Desautels Faculty of Management, McGill University First draft: MarchThis version: JanuaryAbstractAdd to Reading ListSource URL: www.istfin.eco.usi.chDownload Document from Source Website File Size: 444,66 KBShare Document on Facebook
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