Search Results - subject:"CDS valuation"

Bomfim, Antúlio N. - 2022 - This draft: March 4, 2022

Persistent link: https://www.econbiz.de/10013332772

Bomfim, Antúlio N. - In: Research handbook of financial markets, (pp. 429-450). 2023

Persistent link: https://www.econbiz.de/10014331088

Buzková, Petra - 2014

price. In the first part of the article we use adopted reduced form CDS valuation model to obtain model CDS price which is …

Persistent link: https://www.econbiz.de/10010420211

Buzková, Petra - 2014

price. In the first part of the article we use adopted reduced form CDS valuation model to obtain model CDS price which is …

Persistent link: https://www.econbiz.de/10010358358

Buzková, Petra - Institut ekonomických studií, Univerzita Karlova v Praze - 2014

price. In the first part of the article we use adopted reduced form CDS valuation model to obtain model CDS price which is …

Persistent link: https://www.econbiz.de/10011078536

Sfakianakis, Emmanouil; Laar, Mindel van de - United Nations University-Maastricht Economic Research … - 2012

introducing CDS valuation with and without counterparty (government) default. …

Persistent link: https://www.econbiz.de/10011004592

Sfakianakis, Emmanouil; van de Laar, Mindel - In: Built Environment Project and Asset Management 3 (2013) 2, pp. 181-198

. Finally, the paper attributes a specific price to the PPP public risk introducing CDS valuation with and without counterparty …

Persistent link: https://www.econbiz.de/10014677635