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~subject:"Credit derivative"
~type_genre:"Konferenzbeitrag"
~type_genre:"Textbook"
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Search: subject_exact:"CDS (Credit Default Swap)"
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Credit derivative
Kreditderivat
17
Credit risk
11
Kreditrisiko
11
Welt
6
World
6
Country risk
5
Länderrisiko
5
Credit rating
4
Kreditwürdigkeit
4
Risikoprämie
4
Risk premium
4
Theorie
4
Theory
4
Financial crisis
3
Finanzkrise
3
Public bond
3
Swap
3
Öffentliche Anleihe
3
Credit default swap
2
Debt crisis
2
Financial services
2
Finanzdienstleistung
2
Finanzmathematik
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Option pricing theory
2
Optionspreistheorie
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2
Risk
2
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2
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2
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2
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Volatilität
2
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2
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2
credit rating
2
Aktienoption
1
Anleihe
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1,488
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623
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109
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Aktug, Rahmi Erdem
1
Alexandre, Hervé
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Ballester, Laura
1
Bielecki, Tomasz R.
1
Cotter, John
1
Crépey, Stéphane
1
D'Aietti, Roberto
1
Desmettre, Sascha
1
Erdem, Magdalena
1
Fang, Yiwei
1
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1
Guillemin, François
1
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1
Kalotychou, Elena
1
Kolokolova, Olga
1
Korn, Ralf
1
Lin, Ming-Tsung
1
Liu, Liuling
1
Liu, Pei
1
Liu, Yang
1
Mascia, Danilo V.
1
Mattana, Paolo
1
Morley, Bruce
1
Oberson, Romain
1
Poon, Ser-Huang
1
Refait-Alexandre, Catherine
1
Remolona, Eli M.
1
Rossi, Stefania
1
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1
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Sharma, Susan Sunila
1
Shi, Shimeng
1
Shi, Yukun
1
Suurlaht, Anita
1
Thuraisamy, Kannan
1
Wessler, Markus
1
Wu, Eliza
1
Xin, Jiayuan
1
Xu, Yaofei
1
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CFA Institute <Charlottesville, Va.>
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Springer Fachmedien Wiesbaden
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Journal of international money and finance
2
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2
The European journal of finance
2
A Chapman & Hall book
1
Access to Bank Credit and Sme Financing
1
Brussels economic review
1
Chapman & Hall/CRC financial mathematics series
1
Die Betriebswirtschaft - Studium + Praxis
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Journal of Asian economics
1
Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
1
Revue économique : revue bimestrielle
1
Studienbücher Wirtschaftsmathematik
1
The European accounting review
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ECONIS (ZBW)
17
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1
Fixed income, derivatives, & alternative investments
CFA Institute <Charlottesville, Va.>
-
2023
Persistent link: https://www.econbiz.de/10014247712
Saved in:
2
The credit-risk relevance of loan impairments under IFRS 9 for CDS pricing : early evidence
Oberson, Romain
- In:
The European accounting review
30
(
2021
)
5
,
pp. 959-987
Persistent link: https://www.econbiz.de/10012653653
Saved in:
3
Volatility information difference between CDS, options, and the cross section of options returns
Guo, Biao
;
Shi, Yukun
;
Xu, Yaofei
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2025-2036
Persistent link: https://www.econbiz.de/10012313548
Saved in:
4
Digital economy era : the role of the telecommunications sector in frequency-dependent default risk connectedness
Shi, Shimeng
;
Liu, Pei
;
Xin, Jiayuan
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2085-2100
Persistent link: https://www.econbiz.de/10012313586
Saved in:
5
Rating-based CDS curves
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, Ser-Huang
- In:
The European journal of finance
25
(
2019
)
7
,
pp. 689-723
Persistent link: https://www.econbiz.de/10012207024
Saved in:
6
Spillovers in risk of financial institutions
Cotter, John
;
Suurlaht, Anita
- In:
The European journal of finance
25
(
2019
)
17
,
pp. 1765-1792
Persistent link: https://www.econbiz.de/10012207148
Saved in:
7
Erweiterungen des Black-Scholes-Modells, Zins, Kreditrisiko und Statistik
Desmettre, Sascha
;
Korn, Ralf
-
2018
Persistent link: https://www.econbiz.de/10011806121
Saved in:
8
Sovereign and bank CDS spreads during the European debt crisis : laying the foundation for SMEs' financial distress
Mascia, Danilo V.
;
Mattana, Paolo
;
Rossi, Stefania
; …
- In:
Access to Bank Credit and Sme Financing
,
(pp. 149-172)
.
2017
Persistent link: https://www.econbiz.de/10011673278
Saved in:
9
The effect of credit rating events on the emerging CDS market
Ballester, Laura
;
González-Urteaga, Ana
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 17-28)
.
2017
Persistent link: https://www.econbiz.de/10012098738
Saved in:
10
Crise de la dette souveraine dans l'Union européenne : transparence des banques et spreads de CDS
Alexandre, Hervé
;
Guillemin, François
; …
- In:
Revue économique : revue bimestrielle
67
(
2016
)
5
,
pp. 1007-1035
Persistent link: https://www.econbiz.de/10011552773
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