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Essays on credit risk, interest rate risk and macroeconomic risk
Hou, Yuanfeng - 2003
Persistent link: https://www.econbiz.de/10003628359
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Hedging systematic risk in high yield portfolios with a synthetic overlay : a comparative analysis of equity instruments vs. credit default swaps
Dor, Arik Ben; Guan, Jingling - In: The journal of fixed income 26 (2017) 4, pp. 5-24
Persistent link: https://www.econbiz.de/10011684756
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Correlated default and parameter risk
Schmelzle, Martin - 2018
Persistent link: https://www.econbiz.de/10012167010
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Financial mathematics : theory and problems for multi-period models
Pascucci, Andrea; Runggaldier, Wolfgang J. - 2012
Persistent link: https://www.econbiz.de/10009496010
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Hedging stock sector risk with credit default swaps
Ratner, Mitchell; Chiu, Chih-Chieh - In: International review of financial analysis 30 (2013), pp. 18-25
Persistent link: https://www.econbiz.de/10010460003
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Modelling the bid and ask prices of illiquid CDSs
Walker, Michael B. - In: International journal of theoretical and applied finance 15 (2012) 6, pp. 1-37
Persistent link: https://www.econbiz.de/10009672590
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Recovery swaps
Berd, Arthur M. - In: The journal of credit risk : published quarterly by … 1 (2005) 3, pp. [61]-70
Persistent link: https://www.econbiz.de/10003198826
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Corporate hedging and speculative incentives : implications for swap market default risk
Mozumdar, Abon - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 2, pp. 221-250
Persistent link: https://www.econbiz.de/10001626024
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Essays on swaps and default risk
Mozumdar, Abon - 1997
Persistent link: https://www.econbiz.de/10000982059
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Berd, Arthur M.; Kapoor, Vivek - In: The journal of derivatives : the official publication … 10 (2002) 3, pp. 66-76
Persistent link: https://www.econbiz.de/10001770081