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person:"Hull, John"
~person:"Kijima, Masaaki"
~subject:"Credit derivative"
~subject:"Credit"
~subject:"Finanzanalyse"
~subject:"Insolvency"
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Credit derivative
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Swap
9
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6
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6
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4
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4
Kreditderivat
4
Derivat
3
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1999
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Hull, John
Kijima, Masaaki
Tang, Dragon Yongjun
15
Wang, Sarah Qian
10
Yang, Zhaojun
9
Subrahmanyam, Marti G.
8
Mayordomo, Sergio
6
Norden, Lars
6
Schwartz, Eduardo S.
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Brigo, Damiano
5
Calice, Giovanni
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Cathcart, Lara
5
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Zhu, Lu
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Lin, Ming-Tsung
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4
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Ornthanalai, Chayawat
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Realdon, Marco
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Singh, Manmohan
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Taschini, Luca
4
Weber, Martin
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White, Alan
4
Yan, Hong
4
Zhu, Haibin
4
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3
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The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Review of derivatives research
2
Journal of banking & finance
1
Source
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ECONIS (ZBW)
7
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1
The relationship between credit default swap spreads, bond yields, and credit rating announcements
Hull, John
;
Predescu, Mirela
;
White, Alan
- In:
Journal of banking & finance
28
(
2004
)
11
,
pp. 2789-2811
Persistent link: https://www.econbiz.de/10002362016
Saved in:
2
The valuation of credit default swap options
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
10
(
2002
)
3
,
pp. 40-50
Persistent link: https://www.econbiz.de/10001770070
Saved in:
3
Pricing equity swaps in a stochastic interest rate economy
Kijima, Masaaki
;
Muromachi, Yukio
- In:
The journal of derivatives : the official publication …
8
(
2001
)
4
,
pp. 19-35
Persistent link: https://www.econbiz.de/10001613578
Saved in:
4
Valuing credit default swaps [Part] 2 : modeling default correlations
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
8
(
2001
)
3
,
pp. 12-21
Persistent link: https://www.econbiz.de/10001581190
Saved in:
5
Credit events and the valuation of credit derivatives of basket type
Kijima, Masaaki
;
Muromachi, Yukio
- In:
Review of derivatives research
4
(
2000
)
1
,
pp. 55-79
Persistent link: https://www.econbiz.de/10001521987
Saved in:
6
Valuation of a credit swap of the basket type
Kijima, Masaaki
- In:
Review of derivatives research
4
(
2000
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10001521989
Saved in:
7
Valuing credit default swaps I : no counterparty default risk
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
8
(
2000
)
1
,
pp. 29-40
Persistent link: https://www.econbiz.de/10001522317
Saved in:
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