#chapter 9 Contagion Models in Credit Risk "This chapter aims to give an account of mathematical techniques for credit risk models where there is contagion between the obligors.." o rite https://t.co/VatJ3gykkp https://t.co/pNTX4mR0QI
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just doing some reps
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everything is about consistency #book Pablo Koch-Medina, Cosimo Munari, Market-Consistent Prices: An Introduction to Arbitrage Theory (2020) https://t.co/kpAwspWiqb #amzn https://t.co/HQjfyemCLQ https://t.co/sXKPYfVUJe
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RT @zkquant: reference P. Koch-Medina, C. Munari, Market-Consistent Prices, Ch 14 https://t.co/YZkUvlMTjg