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isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~isPartOf:"International review of financial analysis"
~isPartOf:"Research paper series / Swiss Finance Institute"
~person:"Xu, Yaofei"
~type_genre:"Article in journal"
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Credit derivative
2
Derivat
2
Derivative
2
Implied volatility
2
Kreditderivat
2
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Volatility
2
Volatilität
2
CDS
1
Credit default swap
1
Credit risk
1
Default probability
1
Information value
1
Informationswert
1
Kreditrisiko
1
Options
1
State space model
1
Swap
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Trading strategies
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Unit recovery claim
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Unscented Kalman filter
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Zustandsraummodell
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Xu, Yaofei
Wang, Xingchun
5
Lee, Hangsuck
4
Cohen, Samuel N.
3
Lee, Minha
3
Reisinger, Christoph
3
Wang, Sheng
3
Clark, Steven P.
2
Frijns, Bart
2
Ha, Hongjun
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Howison, Sam
2
Hsu, Pao-peng
2
Kong, Byungdoo
2
Kwok, Yue-Kuen
2
Madan, Dilip B.
2
Mayer, Philipp
2
Shi, Yukun
2
Switzer, Lorne N.
2
Yan, Cheng
2
Zheng, Wendong
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Adoukonou, Olivier
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Agarwalla, Sobhesh Kumar
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Ahn, Hyungsok
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André-Le Pogamp, Florence
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Ap Gwilym, Owain
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Arismendi Zambrano, Juan Carlos
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Armstrong, Grant F.
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Arnold, Tom
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Avellaneda, Marco
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Badshah, Ihsan Ullah
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Applied mathematical finance
Finance research letters
International review of financial analysis
Research paper series / Swiss Finance Institute
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Quantitative finance
1
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ECONIS (ZBW)
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Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
2
The information content of CDS implied volatility and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
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