Initial margin estimations for credit default swap portfolios
Year of publication: |
June 2017
|
---|---|
Authors: | Ivanov, Stanislav |
Published in: |
The journal of financial market infrastructures. - London : Infopro Digital, ISSN 2049-5404, ZDB-ID 2694628-2. - Vol. 5.2017, 4, p. 22-49
|
Subject: | credit default swap (CDS) clearing | portfolio risk | simulations | copulas | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution | Simulation | Swap | Kreditversicherung | Credit insurance | Derivat | Derivative | Theorie | Theory |
-
Umeorah, Nneka, (2021)
-
An efficient portfolio loss model
Fenger, Christian, (2019)
-
Pricing and Risk Management of Synthetic CDOs
Schlösser, Anna, (2011)
- More ...
-
Mega events and seasonality : the case of the Milan World Expo 2015
Sainaghi, Ruggero, (2019)
-
Future tourism in a robot-based economy : a perspective article
Webster, Craig, (2019)
-
Willingness-to-pay for robot-delivered tourism and hospitality services – an exploratory study
Ivanov, Stanislav, (2021)
- More ...