Endogenous trading in credit default swaps
Year of publication: |
April 2016
|
---|---|
Authors: | Chesney, Marc ; Coculescu, Delia ; Gökay, Selim |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 39.2016, 1, p. 1-31
|
Subject: | CDS | Moral hazard | real options | Switching option | Default risk | Optimal stopping problems | Longstaff-Schwarz algorithm | Kreditderivat | Credit derivative | Moral Hazard | Realoptionsansatz | Real options analysis | Optionspreistheorie | Option pricing theory | Kreditrisiko | Credit risk | Swap | Insolvenz | Insolvency | Suchtheorie | Search theory |
Extent: | Illustrationen |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1007/s10203-015-0168-7 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Posch, Peter N., (2014)
-
Real option, debt maturity and equity default swaps under negotiation
Gan, Liu, (2016)
-
Investment risk, CDS insurance, and firm financing
Campello, Murillo, (2020)
- More ...
-
Endogenous Trading in Credit Default Swaps
Chesney, Marc, (2016)
-
Endogenous Trading in Credit Default Swaps
Chesney, Marc, (2016)
-
Hedging in an Illiquid Binomial Market
Gökay, Selim, (2011)
- More ...