Narrow search
Showing 1 - 10 of 20,155
Cover Image
Pros and cons of using derivatives
Gogoncea, Ramona; Paun, Ioana-Diana - In: Theoretical and applied economics : GAER review 20 (2013) 9, pp. 87-102
Persistent link: https://www.econbiz.de/10010190844
Cover Image
Restructuring counterparty credit risk
Albanese, Claudio; Brigo, Damiano; Oertel, Frank - In: International journal of theoretical and applied finance 16 (2013) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10009748714
Cover Image
Credit derivatives and the management of risk : including models for credit risk
Chorafas, Dimitris N. - 2000
Persistent link: https://www.econbiz.de/10001372734
Cover Image
Implementing credit derivatives : [strategies and techniques for using credit derivatives in risk management]
Nelken, Israel - 1999
Persistent link: https://www.econbiz.de/10013469311
Cover Image
Credit derivatives in banking : useful tools for managing risk?
Duffee, Greg - 1997
Persistent link: https://www.econbiz.de/10000962036
Cover Image
Risk management of credit derivatives
Federico, Santa; Petrelli, Andrea; Zhang, Jun; Kapoor, Vivek - In: Credit derivative strategies : new thinking on managing …, (pp. 93-114). 2007
Persistent link: https://www.econbiz.de/10003547042
Cover Image
Static models of central counterparty risk
Ghamami, Samim - In: International journal of financial engineering 2 (2015) 2, pp. 1-36
Persistent link: https://www.econbiz.de/10011333478
Cover Image
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano; Capponi, Agostino; Pallavicini, Andrea; … - In: International journal of theoretical and applied finance 16 (2013) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Cover Image
Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.; Crépey, S.; Jeanblanc, Monique; … - In: International journal of theoretical and applied finance 15 (2012) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
Cover Image
Credit Derivatives Risk Management
Azami, Arsalan - 2012
This paper investigates one main of credit derivatives instruments, known as credit default swaps. CDS is very popular instruments in the credit market which is trading by governments, firms, investors. Credit default swaps, is contracted between two parties for a one party payment small amount...
Persistent link: https://www.econbiz.de/10013108126