MODELLING THE RISK OF DEFAULT ON FOREIGN ECONOMIC CONTRACTS

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The aim of these notes is to provide a relatively concise but still self-contained overview of mathematical notions and results which underpin the valuation of defaultable claims. Though the default risk modelling was extensively studied in numerous recent papers, it seems nonetheless that some of these papers lack a sound theoretical background. Our goal is to furnish results which cover both ...

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ژورنال

عنوان ژورنال: Herald of Kiev Institute of Business and Technology

سال: 2019

ISSN: 2707-1839,2707-1820

DOI: 10.37203/kibit.2019.40.05