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Growth in financial derivatives : the publish policy and accounting incentives

Abdel-Khalik, Ahmed Rashad; Chen, Po-Chang - In: Journal of accounting and public policy 34 (2015) 3, pp. 291-318

Persistent link: https://www.econbiz.de/10011339762

Derivative market competition : OTC markets versus organized derivative exchanges

Nystedt, Jens - 2004

Persistent link: https://www.econbiz.de/10002104795

The economics of financial markets

Houthakker, Hendrik S. - 1996

Persistent link: https://www.econbiz.de/10013477930

CDS delivery option : better pricing of credit default swaps

Boberski, David - 2009 - 1. ed.

"David Boberski is executive director and head of exchange-traded derivative strategy within Prime Services at UBS … Investment Bank. Institutional Investor has named Boberski to its All-American Fixed-Income Research Team for his work in federal …

Persistent link: https://www.econbiz.de/10003707373

Regulatory Arbitrage, Extraterritorial Jurisdiction and Dodd-Frank : The Implications of US Global OTC Derivative Regulation

Johnson, Christian A. - 2014

-the-counter derivative regulation. Many of the Dodd-Frank statutes and proposed rules go well beyond the relatively modest objectives agreed … the isolation of U.S. OTC derivative markets. Isolation results from participants simply abandoning U.S. markets because …

Persistent link: https://www.econbiz.de/10013065156

Marktrisikosteuerung durch Derivative Product Companies

Gerth, Volker - 1994 - 1. Aufl

Persistent link: https://www.econbiz.de/10000896009

Credit derivative products

Rivera, Peter - In: Credit derivative strategies : new thinking on managing …, (pp. 175-215). 2007

Persistent link: https://www.econbiz.de/10003547057

Market and model credit default swap spreads : mind the gap!

Bedendo, Mascia; Cathcart, Lara; Jahel, Lina el - In: European financial management : the journal of the … 17 (2011) 4, pp. 655-678

Persistent link: https://www.econbiz.de/10009388310

The pricing of correlated default risk : evidence from the credit derivatives market

Tarashev, Nikola A. (contributor); Zhu, Haibin (contributor) - 2008

order to analyze the pricing of portfolio credit risk as revealed by tranche spreads of a popular credit default swap (CDS) index we extract risk-neutral probabilities of default (PDs) and physical asset return correlations from single-name CDS spreads. The time profile and overall level of...

Persistent link: https://www.econbiz.de/10003721579

Multi-Agent Financial Network (MAFN) model of US Collateralized Debt Obligations (CDO) : regulatory capital arbitrage, negative CDS carry trade and systemic risk analysis

Markose, Sheri M.; Oluwasegun, Bewaji; Giansante, Simone - 2012

Persistent link: https://www.econbiz.de/10009544686

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