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Municipal credit default swaps

Fabozzi, Frank J. - In: The handbook of municipal bonds, (pp. 647-655). 2008

Persistent link: https://www.econbiz.de/10003715152

Credit risk

Fabozzi, Frank J. - 2008

Persistent link: https://www.econbiz.de/10003765534

Credit analysis for corporate bonds

Fabozzi, Frank J. - In: The handbook of fixed income securities, (pp. 733-777). 2005

Persistent link: https://www.econbiz.de/10003054836

Municipal collateralized debt obligations

Manning, Rebecca; Lucas, Douglas J.; Goodman, Laurie Sharon - In: The handbook of municipal bonds, (pp. 657-664). 2008

Persistent link: https://www.econbiz.de/10003715154

Structured products and related credit derivatives : a comprehensive guide for investors

Lancaster, Brian P.; Schultz, Glenn M.; Fabozzi, Frank J. - 2008

Persistent link: https://www.econbiz.de/10003650842

Collateralized debt obligations

Lucas, Douglas J.; Goodman, Laurie Sharon; Fabozzi, Frank J. - 2008

Persistent link: https://www.econbiz.de/10003763592

The credit analysis of municipal bonds

Feldstein, Sylvan G.; Fabozzi, Frank J. - 2008

Persistent link: https://www.econbiz.de/10003765557

Credit default swaps valuation

Chen, Ren-Raw; Fabozzi, Frank J.; O'Kane, Dominic - 2008

Persistent link: https://www.econbiz.de/10003765787

Pricing of credit default index swap tranches with one-factor heavy-tailed copula models

Wang, Dezhong; Račev, Svetlozar T.; Fabozzi, Frank J. - In: Journal of empirical finance 16 (2009) 2, pp. 201-215

Persistent link: https://www.econbiz.de/10003839259

Price calibration and hedging of correlation dependent credit derivatives using a structural model with α-stable distributions

Papenbrock, Jochen; Račev, Svetlozar T.; … - In: Applied financial economics 19 (2009) 16/18, pp. 1401-1416

The emergence of Credit Default Swap (CDS) indices and corresponding credit risk transfer markets with high liquidity and narrow bid-ask spreads has created standard benchmarks for market credit risk and correlation against which portfolio credit risk models can be calibrated. Integrated risk...

Persistent link: https://www.econbiz.de/10003886215