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Credit default swaps
Bomfim, Antúlio N. - 2022 - This draft: March 4, 2022
Persistent link: https://www.econbiz.de/10013332772
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A jump-diffusion approach to modeling credit risk and valuing defaultable securities
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633270
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Default correlation : an analytical result
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633274
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Problem loans and cost efficiency in commercial banks
Berger, Allen N. - 1997
Persistent link: https://www.econbiz.de/10000961483
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Credit derivatives in banking : useful tools for managing risk?
Duffee, Greg - 1997
Persistent link: https://www.econbiz.de/10000962036
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Understanding the risk of synthetic CDOs
Gibson, Michael S. - 2004
Persistent link: https://www.econbiz.de/10002117790
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A framework for assessing the systemic risk of major financial institutions
Huang, Xin; Zhou, Hao; Zhu, Haibin - 2009
Persistent link: https://www.econbiz.de/10003911902
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Pricing counterparty risk at the trade level and CVA allocations
Pykhtin, Michael; Rosen, Dan - 2010
Persistent link: https://www.econbiz.de/10003968245
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Constant proportion debt obligations : a post-mortem analysis of rating models
Gordy, Michael B.; Willemann, Søren - 2010
Persistent link: https://www.econbiz.de/10003950439
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Granularity adjustment for mark-to-market credit risk models
Gordy, Michael B.; Marrone, James - 2010
Persistent link: https://www.econbiz.de/10003995912