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The use (and abuse) of CDS spr...
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1
Credit risk management in Greater China
Byström, Hans N. E.
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 582-597
Persistent link: https://www.econbiz.de/10003715013
Saved in:
2
The determinants of credit default swap prices : an industry-based investigation
Sougné, Danielle
;
Heuchenne, Cédric
;
Hübner, Georges
- In:
Credit risk : models, derivatives, and management
,
(pp. 85-96)
.
2008
Persistent link: https://www.econbiz.de/10003718330
Saved in:
3
The pricing of correlated default risk : evidence from the credit derivatives market
Tarashev, Nikola A.
;
Zhu, Haibin
- In:
The journal of fixed income
18
(
2008/09
)
1
,
pp. 5-24
Persistent link: https://www.econbiz.de/10003757568
Saved in:
4
Fair (intra-bank transfer) prices for credits with stochastic recovery
Leitner, Johannes
- In:
Annals of finance
4
(
2008
)
2
,
pp. 243-253
Persistent link: https://www.econbiz.de/10003645470
Saved in:
5
The age of turbulence : credit derivatives style
Byström, Hans N. E.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003777344
Saved in:
6
Credit default swap and other credit derivatives : valuation and application
Karels, Ralph
- In:
The handbook of credit portfolio management
,
(pp. 247-269)
.
2009
Persistent link: https://www.econbiz.de/10003778246
Saved in:
7
Loan-only credit default swaps
Choudhry, Moorad
- In:
The handbook of credit portfolio management
,
(pp. 271-276)
.
2009
Persistent link: https://www.econbiz.de/10003778253
Saved in:
8
Trading the credit default swap basis : illustrating positive and negative basis arbitrage trades
Choudhry, Moorad
- In:
The handbook of credit portfolio management
,
(pp. 369-395)
.
2009
Persistent link: https://www.econbiz.de/10003778288
Saved in:
9
The determinants of CDS bid-ask spreads
Lei Meng
;
Ap Gwilym, Owain
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 70-80
Persistent link: https://www.econbiz.de/10003771461
Saved in:
10
CDS of ABS : structured credit and securitisation at the cutting edge
Vries Robbé, Jan Job de
- In:
Innovations in securitisation : yearbook
(
2006
),
pp. 153-178
Persistent link: https://www.econbiz.de/10003772757
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