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Structured credit products and the 2007 financial crisis

Breinlinger, Luise; Fortin, Ines - In: Wirtschaftspolitische Blätter 56 (2009) 3, pp. 305-320

Persistent link: https://www.econbiz.de/10003884521

Credit default swaps and the credit crisis

Stulz, René M. - 2009

Persistent link: https://www.econbiz.de/10003890835

Le règlement des défauts sur le marché des credit default swaps : le cas de Lehman Brothers

Coudert, Virginie; Gex, Mathieu - In: Revue d'économie financière : revue trimestrielle de … 97 (2010), pp. 15-34

Persistent link: https://www.econbiz.de/10003958120

Price discovery limits in the credit default swap market in the financial crisis

Pavlov, Andrey D.; Schwartz, Eduardo; Wachter, Susan M. - In: The journal of real estate finance and economics 62 (2021) 2, pp. 165-186

Persistent link: https://www.econbiz.de/10012428390

Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity

Bielecki, Tomasz R. (ed.); Brigo, Damiano (contributor); … - 2011

financial crisis world. Contains information regarding various aspects of the credit derivative market as well as cutting edge … financial crisis world. Contains information regarding various aspects of the credit derivative market as well as cutting edge …

Persistent link: https://www.econbiz.de/10008903488

Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity

Bielecki, Tomasz R. (ed.); Brigo, Damiano (contributor); … - 2011

pt. 1. Expert views -- pt. 2. Credit derivatives : methods -- pt. 3. Credit derivatives : products -- pt. 4. Counterparty risk pricing and credit valuation adjustment -- pt. 5. Equity to credit -- pt. 6. Miscellanea : liquidity, ratings, risk contributions, and simulation.