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Stochastic models in financial risk management

Redeker, Imke - 2019

Persistent link: https://www.econbiz.de/10012062841

Asymmetric dynamics between informed trading activity and credit default swaps

Hu, Wen-Cheng; Huang, Alex - In: The journal of derivatives : the official publication … 26 (2018) 2, pp. 70-85

Persistent link: https://www.econbiz.de/10011968700

Single-Name Credit Default Swaps : A Review of the Empirical Academic Literature

Culp, Christopher L. - 2016

Total notional principal outstanding for single-name credit default swaps (CDSs) based on corporate and sovereign reference entities grew significantly through June 2011, but, following the global credit crisis and Eurozone sovereign debt crisis, notional amounts on single-name CDSs outstanding...

Persistent link: https://www.econbiz.de/10012981372

Credit Default Swaps und Informationsgehalt

Wagner, Eva - 2008

Kredit und Kreditrisiko -- Kreditderivate -- Der Credit Default Swap (CDS) -- Externes Rating, CDS und Informationseffi … Kreditderivate-Marktes ist der Credit Default Swap. Eva Wagner stellt den Informationsgehalt von Credit Default Swap (CDS) dem … anderer etablierter Märkte, auf denen das Kreditrisiko relevant ist, sowie dem des externen Rating gegenüber. Sie zeigt …